@@ -11,7 +11,8 @@ namespace databento {
1111InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2 () const {
1212 InstrumentDefMsgV2 ret{
1313 RecordHeader{sizeof (InstrumentDefMsgV2) / RecordHeader::kLengthMultiplier ,
14- RType::InstrumentDef, hd.publisher_id , hd.instrument_id },
14+ RType::InstrumentDef, hd.publisher_id , hd.instrument_id ,
15+ hd.ts_event },
1516 ts_recv,
1617 min_price_increment,
1718 display_factor,
@@ -72,7 +73,7 @@ InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2() const {
7273 contract_multiplier_unit,
7374 flow_schedule_type,
7475 tick_rule,
75- };
76+ {} };
7677 std::copy (currency.begin (), currency.end (), ret.currency .begin ());
7778 std::copy (settl_currency.begin (), settl_currency.end (),
7879 ret.settl_currency .begin ());
@@ -95,7 +96,8 @@ InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2() const {
9596ErrorMsgV2 ErrorMsgV1::ToV2 () const {
9697 ErrorMsgV2 ret{
9798 RecordHeader{sizeof (ErrorMsgV2) / RecordHeader::kLengthMultiplier ,
98- RType::Error, hd.publisher_id , hd.instrument_id },
99+ RType::Error, hd.publisher_id , hd.instrument_id ,
100+ hd.ts_event },
99101 {},
100102 std::numeric_limits<std::uint8_t >::max (),
101103 std::numeric_limits<std::uint8_t >::max ()};
@@ -106,7 +108,8 @@ ErrorMsgV2 ErrorMsgV1::ToV2() const {
106108SymbolMappingMsgV2 SymbolMappingMsgV1::ToV2 () const {
107109 SymbolMappingMsgV2 ret{
108110 RecordHeader{sizeof (SymbolMappingMsgV2) / RecordHeader::kLengthMultiplier ,
109- RType::SymbolMapping, hd.publisher_id , hd.instrument_id },
111+ RType::SymbolMapping, hd.publisher_id , hd.instrument_id ,
112+ hd.ts_event },
110113 // invalid
111114 static_cast <SType>(std::numeric_limits<std::uint8_t >::max ()),
112115 {},
@@ -125,7 +128,8 @@ SymbolMappingMsgV2 SymbolMappingMsgV1::ToV2() const {
125128SystemMsgV2 SystemMsgV1::ToV2 () const {
126129 SystemMsgV2 ret{
127130 RecordHeader{sizeof (SystemMsgV2) / RecordHeader::kLengthMultiplier ,
128- RType::System, hd.publisher_id , hd.instrument_id },
131+ RType::System, hd.publisher_id , hd.instrument_id ,
132+ hd.ts_event },
129133 {},
130134 std::numeric_limits<std::uint8_t >::max ()};
131135 std::copy (msg.begin (), msg.end (), ret.msg .begin ());
0 commit comments