FAST 1.1 timestamp question

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1

Imported from previous forum

2

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

3

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

4

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