Re: [Quickfixj-users] UtcTimestampConverter question

[Colin D. <co...@ma...>]

Yes, my reading of the FIX spec for timestamps suggests including 'Z' 
(which does, indeed, stand for UTC) is incorrect:

Time/date combination represented in UTC (Universal Time Coordinated, 
also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or 
YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period 
required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 
00-59, SS = 00-5960 (60 only if UTC leap second) (without milliseconds). 
YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 
00-5960 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

You can certainly tell the counter that they're sending incorrectly 
formatted data. In my experience, that rarely accomplishes much, but, 
it's worth a try. In the meantime, you can retrieve the data as a string 
from the message and perform surgery on it before converting.


On 9/23/20 10:27 AM, Andrew Marlow wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> 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
>
>
>
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-- 
Colin DuPlantis
Chief Architect, Marketcetera
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