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RAJ avatar image
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How to identify and convert millisecond _MS time fields ?

I would like to convert the millisecond time field (ex: SALTIM_MS, QUOTIM_MS, ...) that are stored as unsigned integers to HH:MM:SS.mmm format. As the RWF field type for these fields are UINT64, they can't be easily identified as time fields during decoding of the message.

  • What is TR's recommended way to identify the millisecond fields that need special conversion logic ?
  • Does the ETA API provide an utility method to convert millisecond data to string format HH:MM:SS.mmm ?
  • If the API doesn't provide a method to identify and convert millisecond time fields, is it safe to look for the suffix "_MS" on any of the field name and apply conversion logic to extract HH, MM, SS and millisecond data ? In other words, I don't want to leave out a time field with out the suffix _MS that has a millisecond value stored as integer.
elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-api
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2 Answers

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Jirapongse avatar image
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Yes, you need to use both the suffix "_MS" and UINT64 to identify those fields because there are others fields which have suffix "_MS" and TIME as a RWF type.

TRDTIM_MS  "TRDTIM MS"           3853  NULL        INTEGER            15  UINT64           4
SALTIM_MS  "SALTIM MS"           3854  NULL        INTEGER            15  UINT64           4
QUOTIM_MS  "QUOTIM MS"           3855  NULL        INTEGER            15  UINT64           4
TIMCOR_MS  "TIMCOR MS"           3856  NULL        INTEGER            15  UINT64           4
...
...

EURO_AL_MS "EURO ASK LOW TIME"  14169  NULL        INTEGER            15  TIME             5
EURO_AO_MS "EURO ASK OPEN TIME" 14170  NULL        INTEGER            15  TIME             5
EURO_BH_MS "EURO BID HIGH TIME" 14171  NULL        INTEGER            15  TIME             5

The values in those fields (with suffix "_MS" and UINT64) represent time stamp in milliseconds within a day. You can use the below logic to convert milliseconds within a day to time.

int msec = time_ms%1000;
int seconds = (((int)(time_ms/1000)) % 60); 
int minutes = (((int)(time_ms/60000)) % 60); 
int hours = (((int)(time_ms/3600000)) % 24);
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Sr. Product Manager, Thomson Reuters Developer Community

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