In RFA and UPA, can we check if the time field contains high precision timestamp before decoding? (f

Jirapongse

In RFA and UPA, can we check if the time field contains high precision timestamp before decoding? Therefore, I can skip decoding that field. Using try/catch will hurt performance of the application.

brian.sandri

To add to this, here are different valid encoded lengths:

2 bytes: hour, minute

3 bytes: hour, minute, second

5 bytes: hour, minute, second, millisecond

Everything above (2, 3, 5 byte encodings) can be handled by all supported versions of RFA, UPA/ETA, and EMA.

7 bytes: hour, minute, second, millisecond, and microsecond

8 byte: hour, minute, second, millisecond, microsecond, and nanosecond.

7 and 8 byte encodings can be handled by RFA8, UPA8 or higher, and all versions of Elektron SDK (ETA and EMA)

veerapath.rungruengrayubkul

You can verify the type of field and its encoded length. If the field is time and its encoded length is 8, the time will contain nanoseconds precision. Then, the application can skip decoding this field.

This
question was first asked in a MiFID IIwebinar (27^th of Sep). Please
see here: Introduction
to MiFID II for Developers