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Direct MessagesDate/Time: Mon, 13 May 2024 02:29:45 +0000
Post From: Aggregating CME ticks into aggressor trades
| [2017-06-19 07:03:01] |
| Perseus - Posts: 30 |
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@User64410: Thank you for your reply. I will take a look at using the BID_ASK_TRADE_SYNC field. Reading the docs, it doesn't look like it provides either microsecond timestamping or TickID?
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