How to get the quickfix timestamp?

Question

I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then

m_pSession->next( msg, UtcTimeStamp() );

I would like to get that timestamp, because I need it to screen network and QuickFix lib latencies.

I didn't find a way to get it from FixApplication::fromApp() callback or 'Log::onIncoming()' callback.

As I am newbie with quickfix I would like to know if I missed something in the Quickfix documentation. Did anybody ever done that before?

Of course there is other solutions, but for homogeneity with others market acces applications I maintain, I would prefer to avoid them. For instance, I would prefer not to modify QuickFix code source. And I would like to avoid re-write the application logic that quickfix provide me, quickfix helpping me only for message decoding.

Answer 1

FIX::SendingTime st;
message.getHeader().getField(st);

Try this out.