{{Quickfixn}} MiFID II support?

Tue Jan 16 14:11:26 PST 2018

Grabbed the lastest code from GitHub (I believe)

QuickFix.Fields.Currency is defined as a DecimalField ? (Same for SettlCurrency)

That seems incorrect to me or I missing something here?

    /// <summary>
    /// Currency Field
    /// </summary>/
    public sealed class Currency : DecimalField
    {
        public Currency()
            :base(Tags.Currency) {}
        public Currency(Decimal val)
            :base(Tags.Currency, val) {}

    }

Andrew Culross | Lead Technical Consultant | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8249
broadridge.com<http://www.broadridge.com/>

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Culross, Andrew x38249
Sent: Monday, January 8, 2018 5:25 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} MiFID II support?

EXTERNAL: This email originated from outside of Broadridge. Do not click any links or open any attachments unless you trust the sender and know the content is safe.

Great thanks.

Andrew Culross | Lead Technical Consultant | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8249
broadridge.com<http://www.broadridge.com/>

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Chris Busbey
Sent: Monday, January 8, 2018 4:09 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} MiFID II support?

EXTERNAL: This email originated from outside of Broadridge. Do not click any links or open any attachments unless you trust the sender and know the content is safe.

Hi Andrew,

We are hoping to make an official 1.8 release including support for high res timestamps sometime this month.  In the meantime, I would recommend grabbing and building the latest from master, which is always stable and contains the relevant changes.

On Mon, Jan 8, 2018 at 3:02 PM, Culross, Andrew x38249 <Andrew.Culross at broadridge.com<mailto:Andrew.Culross at broadridge.com>> wrote:
I see Grant suggested the possibility of modify the UTCTimestamp field to a datatype of string – this does seem to allow the message to be passed. Any downside to that solution that people have found?

Anyone have any ideas when V1.8 of QuickFix/n will be release with the MiFID II support?

Andrew Culross | Lead Technical Consultant | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8249<tel:(914)%20288-8249>
broadridge.com<http://www.broadridge.com/>

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Culross, Andrew x38249
Sent: Monday, January 8, 2018 3:24 PM

To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} MiFID II support?

EXTERNAL: This email originated from outside of Broadridge. Do not click any links or open any attachments unless you trust the sender and know the content is safe.

For the moment just UTCTimestamp fields with microseconds not being rejected

60=20180108-17:45:02.000000

Andrew Culross | Lead Technical Consultant | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8249<tel:(914)%20288-8249>
broadridge.com<http://www.broadridge.com/>

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Roberto Reff
Sent: Monday, January 8, 2018 3:04 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} MiFID II support?

EXTERNAL: This email originated from outside of Broadridge. Do not click any links or open any attachments unless you trust the sender and know the content is safe.

Can you specify exactly what you expect?
Is it about UTCTimestamp with microseconds?
Or other topics as well?

Regards
Roberto

Von: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] Im Auftrag von Culross, Andrew x38249
Gesendet: Montag, 8. Januar 2018 20:39
An: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Betreff: {{Quickfixn}} MiFID II support?

Does V1.7 of QuickFix/N support MiFID II (say in field 60 of an execution report)

I thought I saw an announcement from Connamara that MiFID II support was here, but it doesn’t look like the latest V1.7 release does.

Thanks !

Andrew Culross | Lead Technical Consultant | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8249<tel:(914)%20288-8249>
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