{{Quickfixn}} [EXTERNAL] RE: Execution Timestamp has extra millisecond part....

[Kunal CHANGELA]

Hi,

It seems that FINRA's definition of the Execution time needs the '.sss.' part.
But the definition of UTCTimeOnly does not have this as per FIX 4.4.

What would be the type to use for:
    <field number="22007" name="ExecutionTime" type="UTCTIMEONLY"/>

event log has:
20170711-17:48:36.030 : Could not convert field: Could not convert string (17:48:32.000.000) to TimeOnly: String was not recognized as a valid DateTime.
20170711-17:48:36.030 : Message 1200 Rejected: Incorrect data format for value (Field=22007)
message log has:
20170711-17:48:36.029 : 8=FIX.4.49=044335=AE34=120052=20170711-17:48:3649=FNRA50=TS56=PARI57=400E1011=TSEN571=192:400E:00001200572=444989945.2.1.122011=201707111003=7000082434487=0856=0570=N1015=048=912828X8822=1454=1455=TSRYS4494436456=832=100000031=100.0935423=989854=N75=2017071160=20170711-17:48:36.02064=20170712552=254=137=NONE453=1448=PARI447=C452=1528=A54=237=NONE453=1448=A447=C452=1722006=N22013=N22005=N22007=17:48:32.000.00010=040
20170711-17:48:36.030 : 8=FIX.4.49=13435=334=120049=PARI50=400E52=20170711-17:48:36.03056=FNRA57=TS45=120058=Incorrect data format for value371=22007372=AE373=610=198

Should I change the dictioanry to have something like:
    <field number="22007" name="ExecutionTime" type="STRING"/>

This does not feel like the right thing to do.

Thanks,
[CIB_BM_Sign_E_Q]

Kunal Changela
Credit Risk and PnL Development

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Mobile: +1 917 216 8852
kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com>



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