Support Board
Date/Time: Tue, 14 Jul 2026 09:29:36 +0000
Depth Timestamps
View Count: 15
| [2026-07-14 08:06:53] |
| RowJay12 - Posts: 3 |
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For the Delayed Exchange Data Feed, does the DateTime field in .depth file records reflect the original exchange event time (like Denali), or the time Sierra's server released it from the 10:10 delay buffer? Also, are depth and trade/quote timestamps on this feed derived from the same clock source, so relative timing between a depth update and a trade is consistent with what Denali would report for the same events?
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