Re: [Quickfixj-users] UtcTimestampConverter question

[Christoph J. <chr...@ma...>]

Hi Andrew,

please be aware that there are fields in FIX which follow the ISO 8601 date convention. The type in 
that case is either TZTimestamp or TZDateOnly.
https://fiximate.fixtrading.org/en/FIX.5.0SP2_EP258/fix_datatypes.html
But there are only few fields with these data types. One of them is 1132/TZTransactTime, but I 
assume that you are talking about tag 60/TransactTime, so yes, that one should be without a "Z" in it.

QFJ has no native support for these fields but will treat them as String fields.

Cheers,
Chris.


On 23.09.20 19:27, 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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-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

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