Indexes

Message Layouts
PostTrade
PreTrade
Trade

Datatype

Timestamp

Base Type

none

Timestamps are represented in UTC YYYYMMDD-HH:mm:ss.nnnnnnn Valid values: * YYYY (Year) = 0000-9999

  • MM (Month) = 01-12

  • DD (Day) = 01-31

  • HH (Hour) = 00-23 (24-hour notation)

  • mm (Minute) = 00-59

  • ss (Second) = 00-59/60 (60 only if UTC leap second)

Granular timestamp accuracy supported:

  • nnn (millisecond accuracy)

  • nnnnnn (microsecond accuracy)

  • nnnnnnn (100 nanosecond accuracy)

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