Support Board
Date/Time: Tue, 04 Nov 2025 10:35:23 +0000
Post From: The Millisecond Time Stamping Myth
| [2013-10-15 00:40:31] |
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What we believe that data providers like IQ Feed are doing is they are using the sending time of the FIX message which contains multiple trades and that serves as the timestamp. What we are trying to point out, is that is not the true execution time of the trade. So if there is a reliance upon this, then it's not accurate. We have the direct market access ourselves. And what we see is there is no millisecond timestamp. other than for the sending time of an FIX message which contains trades. 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 |