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Direct MessagesDate/Time: Thu, 02 May 2024 04:18:10 +0000
Post From: The Millisecond Time Stamping Myth
| [2013-10-14 23:46:22] |
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For those of you wanting millisecond timestamps from the exchange, what we have found is that the CME does not provide millisecond time stamping. The trades are time stamped to the second. No milliseconds. A message which can contain multiple trades, does have a sending time on it which does have a millisecond component to it. Although this does not represent the time that those trades within the message actually executed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-15 00:02:28
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