Support Board
Date/Time: Sun, 21 Dec 2025 14:17:15 +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? |
