[This message was posted by Fred Malabre of CME Group <fred.mala...@cmegroup.com> to the "FAST Protocol" discussion forum at http://fixprotocol.org/discuss/46. You can reply to it on-line at http://fixprotocol.org/discuss/read/49b08b1c - PLEASE DO NOT REPLY BY MAIL.]
This is right, we remove the punctuation from a string UTC date/time with milliseconds precision and convert the resulting number to a uInt64. Thus, a date/time "2010-07-25 13:23:54.123" is sent as the number 20100725132354123. We use delta encoding for most of thesefields resulting in good compression. Fred. > I don't have the CME spec in front of me but if I recall correctly, they > remove punctuation chars from the FIX formatted field and convert the > resulting number to a uInt64. I don't know if the start with a second > resolution or a milliseconds resolution format. > > I suggest you check with the support at the CME. > > Best, > Rolf > > > I see that CME uses a uInt64 to represent time. I haven't been able to > > find documentation describing precisely how they represent a UTCTimestamp > > in a uInt64. Can someone kindly point me in the right direction? > > > > Thanks, > > > > Robert [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to fix-proto...@googlegroups.com. To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
