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FAST Protocol
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Re: FAST 1.1 timestamp question
Fred Malabre / CME Group <>
25 Jul 2010 10:01AM ET 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
Re: FAST 1.1 timestamp question
Fred Malabre / CME Group 25 Jul 2010 10:01AM ET
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