{{Quickfixn}} Microsecond timestamp data format error

Grant Birchmeier gbirchmeier at connamara.com
Thu Nov 30 09:27:25 PST 2017


You are using the really old C# bindings that were generated for the C++
build.  Those bindings are no longer supported, as QuickFIX/n offers a
native C# build.

Furthermore, I don't think QF/n supports microseconds yet (nobody has
submitted a patch to implement it yet).

There may be a way to hack it.  For instance, in the DataDictionary, if you
change the datatype of the timestamp field to "string", the engine might
accept the message.  (It still wouldn't populate microseconds in outgoing
messages though.)  I haven't tried it myself.



On Wed, Nov 22, 2017 at 12:05 AM, Trupti Mishra <trupti.mishra at gmail.com>
wrote:

> Hi,
>
>
> I'm new to quick fix. I need to make MIFID2 changes to  one of our very
> old .net application which connects to ICE FIX Trade capture. Due to MIFID2
> Microsecond stamp chnage; sending time is having greater time precision. It
> is throwing below error in quick fix binaries.
>
>
>
> *Error Details*
>
> 20171116-06:45:15.128 : Initiated logon request
>
> 20171116-06:45:15.677 : Logon contains ResetSeqNumFlag=Y, reseting
> sequence numbers to 1
>
> 20171116-06:45:15.678 : Incorrect data format for value:
> 20171116-06:45:15.542590
>
> 20171116-06:45:15.678 : Disconnecting
>
>
>
> Can you please let me know if there is any way to fix this issue?
>
>
>
> Also, I’m using version 1.0.3748.13264  of quickfix_net and
> quickfix_net_messages.dll. I’m not able to find these binaries in the quick
> fix (http://quickfixn.org/download/)  ldownload pageand only finding
> quickfix.dll  in the bin folder.
>
> From where can i download required quickfix_net and
> quickfix_net_messages.dll?
>
>
>
> Thanks & Regards,
>
> Trupti
>
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> Quickfixn at lists.quickfixn.com
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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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