如何在QuickFix C ++中设置FIX :: ExpireTime

Question

I am using QuickFIx C++ engine I want to send GTT(Good Till Time) order for which I need to set FIX::ExpireTime to UTCTimeStampFormat. The time portion specifies the amount of time before the order expires. For example, for an order that expires in ten seconds, the value could be 00000000-00:00:10.000. ieThe relative expiration time of the order in the format YYYYMMDD-hh:mm:ss.sss .

Here, lets say I have a variable: int delay = 10. ie I need to cancel the order if it is not fillled in 10 secs.

Can anyone please suggest how to set above value(delay) in 00000000-00:00:10.000 format so that I can set FIX::ExpireTime.

Currently I am using:

FIX::UtcTimeStamp expireTime(0, 0, 10, 0, 0, 0, 0);

newOrderSingle.set(FIX::ExpireTime(expireTime.getTime()));

But it seems to take current time, not 00000000-00:00:10.000.

Thanks and Regards garv

Answer 1

如何将过期设置为字符串？

message.setField(FIX::FIELD::ExpireTime, "00000000-00:00:10.000");