How to get the quickfix timestamp?
- by yves Baumes
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.
