Imported from previous forum
Hi,
I am the developer of a FIX 4.2 connector for Société Générale.
Speaking about trade time and date for an Execution Report,
I would like to know if TradeDate superseeds the date in TransactTime.
If so, is the time in TransactTime relevant as a trade time?
If TradeDate is expressed in market local time, how can I translate it in my connector local time, is there a way to dynamically retrieve the market local time?
I know some of these questions might sound weird, but here is the root of the questions :
I have got a trade coming at GMT 22:30 14/06/2009 (filled in transactTime)
I have got to express it in my local time.
I am in Paris at GMT + 2, so the trade time in my local time is 00:30 and we are the 15/06/2009.
I just add an offset to the transactTime, and I am done.
But what to do if tradeDate is filled? How can I retrieve a good trade time and date expressed in local time?
Thanks in advance.
Regards.