{{Quickfixn}} MiFID II and Microseconds

[Campbell Wild]

I see there's an outstanding commit under https://github.com/connamara/quickfixn/pull/425 that looks like it may address this, but one of the tests failed.

Does anyone know anything about this?

-----Original Message-----
From: Campbell Wild
Sent: 08 March 2017 10:37
To: quickfixn at lists.quickfixn.com
Subject: RE: MiFID II and Microseconds

There's an outstanding issue request for this here: https://github.com/connamara/quickfixn/issues/352

Pretty urgent as far as I can see.

-----Original Message-----
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Huw Jenkins
Sent: 08 March 2017 10:22
To: quickfixn at lists.quickfixn.com
Subject: {{Quickfixn}} MiFID II and Microseconds

Hello,

with MiFID II / MiFIR pressing down on the European financial world there is a requirement to allow microsecond date/times to be passed between counterparties.
At the moment, the DateTimeField and DateTimeConverter only support up to millisecond. This causes problems when validating fields that are setup as DATETIME in the schema file that have microseconds passed to them. I have locally created a change to the above classes that will allow microseconds to be optionally serialised/deserialised correctly but I thought I'd check to see if there are any official plans for microsecond support within quickfixn before submitting a pull request.


Cheers,

Huw
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