[This message was posted by Russell Curry of Assimilate Technology, Inc. <r...@assimilate.com> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/4fb09dcb - PLEASE DO NOT REPLY BY MAIL.]
> We had the issue raised in the GExMC call today where a market place wants to > assign an additional identifier to circumvent the issue of FIX UTCTimestamp > field only having millisecond resolution. > > It appears to me that the ISO 8601 standard(2004) and the W3C proposal that > was submitted to ISO 8601 in 1997 – specifies that the second field is > defined as ss.s (where .s is a fraction of a second). > > We codified into FIX the use of three decimal places to represent > millisecond: ss.mmm > > But, my reading of the W3C and the ISO 8601:2004 standard does not specify > the resolution of the decimal fraction. > > “the number of seconds elapsed after the last full minute, with decimal parts > of a second if necessary.” (Section 3.2.3, p. 10, ISO 8601:2004 standard). > > From my reading it seems like we could extend by counterparty agreement the > resolution of the UTCTimestamp to include additional resolution is > permissible. For instance we could extend the format by counterparty > agreement to: SS.mmmuuunnn (where m is milliseconds, u is microseconds, > n-nanoseconds). > > Would like to get others thoughts and opinions on this. Hi Jim, As a suggestion, how about: SS.mmm.uuu.nnn instead of SS.mmmuuunnn in terms of making it easier to parse. [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to fix-proto...@googlegroups.com. To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
