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…