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Date/Time: Wed, 15 Jan 2025 12:48:52 +0000



Post From: Aggregating CME ticks into aggressor trades

[2017-06-19 07:03:01]
Perseus - Posts: 30
@User64410: Thank you for your reply. I will take a look at using the BID_ASK_TRADE_SYNC field. Reading the docs, it doesn't look like it provides either microsecond timestamping or TickID?