{{Quickfixn}} MiFID II and Microseconds

[Mike Gatny]

MiFID2 support is definitely a priority.
Huw, thanks for re-kindling the question on the list, and Campbell, thanks
for digging through the PRs.
#425 <https://github.com/connamara/quickfixn/pull/425> looks very promising
-- Huw is that your PR?



--
Mike Gatny
Connamara Systems, LLC

On Wed, Apr 5, 2017 at 6:12 AM, Campbell Wild <Campbell.Wild at ihsmarkit.com>
wrote:

> 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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