Support Board

Date/Time: Sat, 20 Apr 2024 14:55:27 +0000

Post From: Questions on Historical Data from SC Exchange Data Feed

[2019-02-04 06:30:52] Link To Thread - Link To Post [Go To First Post]
User493712 - Posts: 11
Hi SC support, I'm new to SC and just starting a trial of your exchange data feed. I explored the exported intraday tick data of ESH19 and see some unexpected. Can you explain a little? 1. Milliseconds in timestamps always start from 1 and end at a number less than 100. It looks like a counter not actual millisecond-level timestamp. So this data do not come with actual millisecond timestamp? 2. The data have bid/ask volumes columns but no bid/ask prices or quotes. Do you provide full book historical data including quotes? Thank you.