{{Quickfixn}} How to get DateTime - field 52

[Grant Birchmeier]

"Replaying" messages is a frequently-suggested idea from FIX newbies, but
it doesn't work like that.

FIX is not a tape recorder.  You can certainly use the log data to create a
test connection and test scenarios, but it's not as easy as simply
"playing" messages back.  The heartbeats, sequence numbers, and sending
times in the record will not be valid in your playback's context.

But to your original question: Yes, FIX message logging is reliable.  This
is super important.  Whenever anything goes wrong, the first place we look
is the message logs (and *not* the event logs).


On Fri, Mar 21, 2014 at 6:39 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:

> Great.
>
> I want to be able to REPLAY fix message through my App on latter date to
> ensure Simulation and Production match
>
>
> On 21 March 2014 11:25, Fernando Furukawa <ferfurukawa at gmail.com> wrote:
>
>> As far as I know (and as I use), it's reliable. Did not have any problem
>> so far. Even in HFT applications.
>>
>>
>> On Fri, Mar 21, 2014 at 7:32 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>>
>>> I want to log all messages from server as raw FIX, and I notice that
>>> QuickFixn seems to log this automatically.
>>>
>>> Do people rely on this? i.e. do I need to write my open logging or is
>>> this robust enough?
>>>
>>> Moon
>>>
>>>
>>> On 20 March 2014 16:47, Mike Gatny <mgatny at connamara.com> wrote:
>>>
>>>>
>>>> SendingTime st = new SendingTime();
>>>>
>>>>
>>>> message.Header.GetField(st);
>>>>
>>>>
>>>> --
>>>> Mike Gatny
>>>> Connamara Systems, LLC
>>>>
>>>>
>>>> On Thu, Mar 20, 2014 at 11:02 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>>>>
>>>>> Not in mine apparently!
>>>>>
>>>>> 'QuickFix.Header' does not contain a definition for 'SendingTime' and
>>>>> no extension method 'SendingTime' accepting a first argument of type
>>>>> 'QuickFix.Header' could be found (are you missing a using directive or an
>>>>> assembly reference?)
>>>>>
>>>>>
>>>>> On 20 March 2014 15:57, Mike Gatny <mgatny at connamara.com> wrote:
>>>>>
>>>>>> SendingTime is a header field, so:
>>>>>>
>>>>>> message.Header.SendingTime
>>>>>>
>>>>>> --
>>>>>> Mike Gatny
>>>>>> Connamara Systems, LLC
>>>>>>
>>>>>>
>>>>>> On Thu, Mar 20, 2014 at 10:53 AM, xmoon 2000 <
>>>>>> xmoon2000 at googlemail.com> wrote:
>>>>>>
>>>>>>> How do I get the DateTime sent in the App message?
>>>>>>>
>>>>>>> I can see a field 52 - which has the raw information, but I don't
>>>>>>> know how to retrieve that field.
>>>>>>>
>>>>>>> message.Symbol is easy but there is no message.SendingTime etc.
>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> Quickfixn mailing list
>>>>>>> Quickfixn at lists.quickfixn.com
>>>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>>>
>>>>>>>
>>>>>>
>>>>>> _______________________________________________
>>>>>> Quickfixn mailing list
>>>>>> Quickfixn at lists.quickfixn.com
>>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>>
>>>>>>
>>>>>
>>>>> _______________________________________________
>>>>> Quickfixn mailing list
>>>>> Quickfixn at lists.quickfixn.com
>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>
>>>>>
>>>>
>>>> _______________________________________________
>>>> Quickfixn mailing list
>>>> Quickfixn at lists.quickfixn.com
>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>
>>>>
>>>
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>>
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20140321/14652e12/attachment-0002.htm>