Support Board
Date/Time: Thu, 18 Apr 2024 02:06:37 +0000
Post From: DTC Server does not have trade timestamps
[2020-07-08 23:06:52] |
User442651 - Posts: 25 |
When I make a market data request, I receive MarketDataUpdateTradeCompact responses, rather than MarketDataUpdateTrade. First of all, the compact only has one second timestamp resolution, but it is set to 0 anyhow. Is there a way to get millisecond trade timestamps from the DTC Server? Perhaps this is related to: True Millisecond/Microsecond Time Stamping and ACSIL? |