jamesdbrock / hffix

Financial Information Exchange Protocol C++ Library
http://jamesdbrock.github.io/hffix
Other
276 stars 89 forks source link

Support nanosecond timestamps #41

Closed neomantra closed 3 years ago

neomantra commented 3 years ago

Some FIX systems now use microsecond and nanosecond resolution.

This library does not currently support these.

In reading, the time converters will fail to parse anything other than milliseconds.

In writing, there's no capability to use higher resolution than millisecond.

neomantra commented 3 years ago

Fixed by this PR: #42