Hello LSEG,
I have a developer who is using rfa7.6.2.L1.linux.rrg Library and Marketfeed protocol.
They are looking at example ric code ERST.VI and the fields SALTIM_NS (14266) and TIMACT_NS (14269).
Although these fields are meant to be available with nanosecond precision, they say they receive a number which seems to be in seconds:
We don't use the OMM protocol but Marketfeed.
I suppose that we should not have an issue if we only have seconds in the time stamp.
However, we need the confirmation that the FIDs 14266 and 14269 always contain the number of seconds since UTC midnight. In the Marketfeed messages we can only see an integer value and we have no further information whether this value equals to the number of seconds, milliseconds or nanoseconds.
Following an example message received around 08:03 UTC.
UPD<FS>316<US>XX<GS>ERST.VI<US>41552<RS>31<US>+283<RS>22<US>+36.190<RS>14269<US>28995<RS>1025<US>08:03:15<RS>30<US>+175<RS>14265<US>28995<RS>5<US>08:03<FS>
The FID 14269 of the message above contains the value 28995 which equals to 8 * 3600 + 3 *60 + 15 -> 08:03:15 UTC.
I am not sure why they only get seconds (and not the milli/nano second part), however is it right that this is the number of seconds since UTC midnight? Seems to match the other fields in the marketfeed protocol message.
Thanks, Phil