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Direct MessagesDate/Time: Fri, 26 Apr 2024 00:39:26 +0000
Post From: Feature request - Original exchange / data feed millisecond timestamp
| [2014-03-16 14:09:14] |
| Perseus - Posts: 30 |
|
It would be very useful if you could provide the original millisecond timestamp included in tick data feeds such as IQFeed. Either by replacing the current SC millisecond field / counter or by providing an additional field with the data feed millisecond timestamp. Thanks. |