{{Quickfixn}} Server / Local Time

Grant Birchmeier gbirchmeier at connamara.com
Fri Mar 21 08:12:53 PDT 2014


For your own clock, once a minute should be good enough.  Heck, once an
hour should be more than sufficient.

If your clock is drifting significantly after only one minute, I would set
that computer on fire and get a new one.


On Fri, Mar 21, 2014 at 10:08 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:

> Yes. It seem it might be an issue with data from their test environment.
>
> Also I have changed my own clocks sync to be more frequent.
>
>
> On 21 March 2014 14:56, Mike Gatny <mgatny at connamara.com> wrote:
>
>> There are definitely ECNs that use local time and have skewed clocks.
>> Don't rule it out.
>> On Mar 21, 2014 9:50 AM, "Grant Birchmeier" <gbirchmeier at connamara.com>
>> wrote:
>>
>>> Actually, I think FIX spec mandates use of UTC.  Of course, some
>>> providers don't exactly follow spec.
>>>
>>> xmoon, how does the ECN's SendingTime compare to the current sync'd
>>> time?  Is it possible that *their* clock is off?
>>>
>>> It might help if you shared a short sequence of messages (attaching a
>>> short file might be best, so as to preserve the non-printable field
>>> separator characters).
>>>
>>>
>>> On Fri, Mar 21, 2014 at 6:59 AM, Fernando Furukawa <
>>> ferfurukawa at gmail.com> wrote:
>>>
>>>> As far as I know, most of QuickFix Applications will use UTC timestamp,
>>>> but this is not mandatory.
>>>>
>>>> The difference between sending time, etc. probably will mean that the
>>>> different servers involved are not sync in the same point. For me, it's
>>>> quite normal.
>>>>
>>>>
>>>>
>>>> On Fri, Mar 21, 2014 at 8:50 AM, xmoon 2000 <xmoon2000 at googlemail.com>wrote:
>>>>
>>>>> Hi,
>>>>>
>>>>> I am getting data from a Mainstream ECN.
>>>>>
>>>>> When I look at QuickFixn message logs I notice that the local time
>>>>> (left most on each row) is EARLIER than ECN message time.
>>>>>
>>>>> As ECN is in NY and I am in UK. That is very odd.
>>>>>
>>>>> If I assume ECN message time is accurate, what else might problem be?
>>>>>
>>>>> PS: I synch my clock every minute to pool.ntp.org
>>>>>
>>>>>
>>>>>
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>>>>>
>>>>
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>>>>
>>>
>>>
>>> --
>>> Grant Birchmeier
>>> *Connamara Systems, LLC*
>>> *Made-To-Measure Trading Solutions.*
>>> Exactly what you need. No more. No less.
>>> http://connamara.com
>>>
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>
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-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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