Support Board

Date/Time: Mon, 20 May 2024 14:53:57 +0000

Post From: Time & Sales Time Format

[2014-03-03 02:18:54] Link To Thread - Link To Post [Go To First Post]
Profile Trader - Posts: 168
Is there any documentation either on SC site or Barcharts that gives the breakdown of what the Time column represents in time and sales for the SC CME data feed? Specifically as is common practice you will see the hour:minute:second.... but with SC feed you also get an additional field which I assume is a millisecond field?? or is this a breakdown of a block trade that was executed in pieces on the other side? Is there a way to determine if it was a 100 lot seller into 40 different buy orders to complete the transaction? Thanks, Doug