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Date/Time: Fri, 03 May 2024 18:40:12 +0000



Post From: Version 1047: Millisecond time stamping

[2013-12-08 01:59:32]
jesslinn - Posts: 108
No, ganz. You are not missing anything. The point is that SC wants to make sure that every tick (for a given symbol) has a different timestamp, which can be useful for processing. If two ticks come in with the same millisecond timestamp, then it will be possible to use the microseconds as sequence numbers, as is now being done with milliseconds. The milliseconds would be a valid timestamp and the microseconds would ensure strictly increasing times.