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I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then 

m_pSession->next( msg, UtcTimeStamp() );

I would like to get that timestamp, because I need it to screen network and QuickFix lib latencies.

I didn't find a way to get it from FixApplication::fromApp() callback or 'Log::onIncoming()' callback.

As I am newbie with quickfix I would like to know if I missed something in the Quickfix documentation. Did anybody ever done that before?

Of course there is other solutions, but for homogeneity with others market acces applications I maintain, I would prefer to avoid them. For instance, I would prefer not to modify QuickFix code source. And I would like to avoid re-write the application logic that quickfix provide me, quickfix helpping me only for message decoding.

yves Baumes
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1 Answers1

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FIX::SendingTime st;
message.getHeader().getField(st);

Try this out.

DumbCoder
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  • Surely SendingTime is the time the sender claims they sent the message at, not the time at which the message was received? –  May 01 '13 at 13:46