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I want to send GTT 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. i.e.The relative expiration time of the order in the format YYYYMMDD-hh:mm:ss.sss .
Here, lets say I have a variable: int delay = 10. i.e. 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 san set FIX::ExpireTime.