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From: Christoph J. <chr...@ma...> - 2020-09-24 08:19:19
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I meant it has no native support for the TZ* fields and you will need to parse them as Strings and do the conversion yourself. Of course QFJ has support for the UTC* fields and will convert them for you. Cheers, Chris. On 24.09.20 09:55, Andrew Marlow wrote: > Hello Christoph, > > Many thanks for your quick reply. I am bit confused though. You say that QFJ has no tentative > support for these types but it is QFJ that is throwing the exception in the converter. So I am not > sure what you mean. > > On Thu, 24 Sep 2020 at 00:26, Christoph John <chr...@ma... > <mailto:chr...@ma...>> wrote: > > 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 >> >> >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... <mailto:Qui...@li...> >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- > Christoph John > Software Engineering > T +49 241 557080-28 > chr...@ma... <mailto:chr...@ma...> > > MACD GmbH > Oppenhoffallee 103 > 52066 Aachen, Germany > www.macd.com <http://www.macd.com> > > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > Geschäftsführer: George Macdonald > > > > -- > Regards, > > Andrew Marlow > http://www.andrewpetermarlow.co.uk > -- Christoph John Software Engineering T +49 241 557080-28 chr...@ma... MACD GmbH Oppenhoffallee 103 52066 Aachen, Germany www.macd.com Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald |