Login Page - Create Account

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?