Login Page - Create Account

Support Board


Date/Time: Sat, 20 Apr 2024 04:21:46 +0000



Post From: Version 2151 Available: Foundation For Millisecond/Microsecond Timestamping

[2020-08-28 23:02:07]
User654912 - Posts: 26
How can I receive trade data structures with the new milli/micro timestamps via DTC?

The structs I'm interested in are:
s_MarketDataUpdateTradeWithUnbundledIndicator
or
s_MarketDataUpdateTradeWithUnbundledIndicator2

The default struct returned when I make a market data request with DTC is:
s_MarketDataUpdateTradeCompact

Thanks