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RPJ avatar image
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RFA 6.3.2.E2 and Mifid2 compatiblity

We are using RFA version 6.3.2.E2. We don't parse any timestamp fields and we don't need nanoseconds timestamp granularity. Can we still continue to use RFA 6.3.2.E2 for the upcoming mifid2 changes? We are processing quotes (bid/ask/bid size and ask size) and trades

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We are using RFA 6.3.2.E2 C++ API with managed electron service

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warat.boonyanit avatar image
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@RPJ

Please note that RFA 6.3.2 is already End of Life. You should consider upgrading to RFA 8.

As for the question, yes it should work, if you completely skip the timestamp fields. But you may have to upgrade the data dictionary to the latest version so that it won't throw an exception when you iterating through fields.

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