FIXTradingCommunity / fixatdl-specification

Specification and schemas for FIXatdl
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Syntax of date and time datatypes #12

Open kleihan opened 3 years ago

kleihan commented 3 years ago

UTCTimestamp and TZTimestamp use “-“ instead of “T” to separate date and time (YYYYMMDD-HH:MM:SS.sss) and have no separator between year, month, and date (also applies to UTCDateOnly). The FIXatdl spec says they are sourced from FIXML but shows the FIX tagvalue syntax. FIXimate used to show identical syntax for both FIX and FIXML but that has been corrected long ago.

FIXatdl: YYYYMMDD-HH:MM:SS.sss (limited to milliseconds) FIXML: YYYY-MM-DDTHH:MM:SS.s ("s" can be any number of digits)

FIXML uses the XML base xs:dateTime and ISO 8601. FIXatdl does provide "date" sourced from XML Schema (YYYY-MM-DD).

Either the source should change from FIXML to FIX or the syntax should be changed. However, the latter is a breaking change and should not be done prior to V2.0.