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Date/Time: Thu, 02 May 2024 08:57:09 +0000

Post From: The Millisecond Time Stamping Myth

[2013-10-15 00:28:58] Link To Thread - Link To Post [Go To First Post]
ganz - Posts: 1048
Hello SC Support. There is the official format for T&S. http://www.cmegroup.com/market-data/datamine-historical-data/files/TxSLayoutguideCSV.pdf Is CME using a Trade Sequence Number only to separate trades w the same time stamp? ftp://ftp.cmegroup.com/datamine_sample_data/ts/2012-11-05-euro-fx-futures.csv Are you sure that there are no other ways to get a ms-part from CME? Maybe some kind of DMA? Thank you for the info.