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Re: FAST 1.1 timestamp question
Rolf Andersson / Pantor Engineering 25 Jul 2010 9:20AM ET 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 Rolf Andersson / Pantor Engineering 25 Jul 2010 9:20AM ET |