Discussion Forums

Re: IPL Message Specifications
Nikhil Bagga
15 Dec 2010 2:23PM ET

With regards to - single vs. multiple measurements within a single message:
   * if the process that generates this message is the same as the process that is handling the orderflow then I would suggest multiple measurements as that would give the developers a little more flexibility and allow then to choose order flow as a higher priority over latency measurement
   * if the measurements and the transmission of the same is being handled by an 'out-of-band' process then I would suggest sticking with the simple implementation

> reading my own post I realized that I skipped commenting on the timestamp format question:
>
> > 2. I used a fixed point timestamp format;
> > 32 bits integer and 32 bits of fraction
>
> I suggest that we support (at least) three formats:
> 1. UNIX timeval - 32-bit secs since epoch + 32-bit usec offset
> 2. 64-bit nsec since epoch
> 3. fixed point 32-bit secs since epoch + 32-bit fraction of sec
>
> with the format used specified in the ServiceProvider IPL document.
>
> /Rolf


IPL Message Specifications
Mark Reece / HSBC   9 Nov 2010 9:00AM ET
Re: IPL Message Specifications
Rolf Andersson / Pantor Engineering   28 Nov 2010 2:20AM ET
Re: IPL Message Specifications
Rolf Andersson / Pantor Engineering   28 Nov 2010 2:29AM ET
Re: IPL Message Specifications
Nikhil Bagga   15 Dec 2010 2:23PM ET
Re: IPL Message Specifications
Rolf Andersson / Pantor Engineering   15 Dec 2010 10:42PM ET