Support Board
Date/Time: Thu, 03 Jul 2025 19:14:40 +0000
Post From: Aggregating CME ticks into aggressor trades
| [2017-06-19 07:03:01] |
| Perseus - Posts: 33 |
|
@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?
|