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Date/Time: Sun, 05 May 2024 08:02:50 +0000



Post From: millisecond timestamps - current state of play

[2020-09-13 12:09:05]
User12089 - Posts: 350
Can you confirm the Availability (as of today / right now) of TRUE ms (millisecond) timestamps in SC market Data feeds:

(here "TRUE" means the ms timestamps as produced by the futures exchange)

CME (Globex, Nymex, CBOT, Comex) - SC Denali

a) ms timestamps in real-time t&s data
b) ms timestamps in historical t&s data
c) ms timestamps in real-time market depth data

EUREX

a) ms timestamps in real-time t&s data
b) ms timestamps in historical t&s data
c) ms timestamps in real-time market depth data
Date Time Of Last Edit: 2020-09-13 12:24:35