Support Board
Date/Time: Fri, 28 Aug 2026 16:16:45 +0000
Post From: Historical CME Futures data DateTime question
| [2026-08-28 13:27:31] |
| booming - Posts: 2 |
|
For historical CME futures data downloaded through the Denali Exchange Data Feed and stored in Sierra Chart .scid files, what exact CME timestamp is stored in the record DateTime field? Specifically, is it the CME Globex/MDP sending/dissemination timestamp for the trade, or the trade execution/event timestamp? (I’m asking specifically about downloaded historical CME Time and Sales records, not local computer receipt time) |