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<p class="MsoNormal"><span style="color:#1F497D">Hi,</span><span style="color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">It seems that FINRA’s definition of the Execution time needs the ‘.sss.’ part.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">But the definition of UTCTimeOnly does not have this as per FIX 4.4.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">What would be the type to use for:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:blue"> <</span><span style="font-size:9.5pt;font-family:Consolas;color:#A31515">field</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">number</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">22007</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">name</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">ExecutionTime</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">type</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">UTCTIMEONLY</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">/><o:p></o:p></span></p>
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<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">event log has:<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">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.<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">20170711-17:48:36.030 : Message 1200 Rejected: Incorrect data format for value (Field=22007)<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">message log has:<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">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<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">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<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">Should I change the dictioanry to have something like:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:blue"> <</span><span style="font-size:9.5pt;font-family:Consolas;color:#A31515">field</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">number</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">22007</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">name</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">ExecutionTime</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">
</span><span style="font-size:9.5pt;font-family:Consolas;color:red">type</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">=</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">STRING</span><span style="font-size:9.5pt;font-family:Consolas;color:black">"</span><span style="font-size:9.5pt;font-family:Consolas;color:blue">/></span><span style="color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span style="color:#1F497D">This does not feel like the right thing to do.<o:p></o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal" style="line-height:115%"><span lang="EN-GB" style="color:#1F497D">Thanks,</span><span style="color:#1F497D"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="color:#1F497D"><img width="623" height="41" id="_x0000_i1025" src="cid:image004.png@01D2FB0F.03CE2B10" alt="CIB_BM_Sign_E_Q"></span><span style="font-size:12.0pt;font-family:"Tahoma","sans-serif";color:#1F497D"><o:p></o:p></span></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;margin-left:41.25pt">
<b><span style="font-size:8.5pt;font-family:"Arial","sans-serif";color:#1F497D">Kunal Changela<o:p></o:p></span></b></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;margin-left:41.25pt">
<b><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:gray">Credit Risk and PnL Development<o:p></o:p></span></b></p>
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<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D">Group Email:
<a href="mailto:crditny@us.bnpparibas.com">DL CRD IT NY</a> (x841 4876, Intl: x721 4876)
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D">787 7th Avenue, New York, NY 10019<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D">Tel: +1 212 841 2640<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D">Mobile: +1 917 216 8852<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D"><a href="mailto:kunal.changela@us.bnpparibas.com"><span style="color:black">kunal.changela@us.bnpparibas.com</span></a>
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><span style="font-size:12.0pt;font-family:"Tahoma","sans-serif";color:#1F497D"><img border="0" width="356" height="75" id="_x0000_i1026" src="cid:image006.gif@01D2FB0F.03CE2B10"><o:p></o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:7.0pt;font-family:"Verdana","sans-serif";color:#00814F"><img border="0" width="22" height="22" id="_x0000_i1027" src="cid:image007.jpg@01D2FB0F.03CE2B10" alt="icône représentant un arbre et symbolisant la nature"> Do
not print this document unless it is necessary, consider the environment</span></b><span style="color:#1F497D"><o:p></o:p></span></p>
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