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From: Andrew M. <mar...@gm...> - 2020-09-23 17:27:50
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Hello everyone, I am working on a feed program that connects to an ECN that speaks FIX, so I am using quickfixj. The protocol is 5.0sp2. I am using the latest version of quickfixj, version 2.2.0. I am seeing something very strange in the data that comes over. One of the messages has a transaction time that is supposed to be in UTC. However the data that comes over the wire has a trailing "Z" after the number of seconds. I presume that "Z" stands for Zulu time, basically an alias for UTC. That seems wrong to me. If the value is supposed to be in UTC then there is no need for any characters at the end to denote the timezone even if that timezone is UTC. quickfix agrees. We are getting a IncorrectDateFormat exception which seems to be thrown from UtcTimestampConverter.convert. I presumed that the ECN side would be using quickfixj to assemble the messages that we see and using the same data dictionary that they have given us, so how on earth can this happen? Any thoughts/ideas will be gratefully received. -- Regards, Andrew Marlow http://www.andrewpetermarlow.co.uk |