Support Board
Date/Time: Fri, 28 Feb 2025 18:38:35 +0000
Post From: The Millisecond Time Stamping Myth
| [2013-10-15 00:28:58] |
| ganz - Posts: 1048 |
|
Hello SC Support. There is the official format for T&S. http://www.cmegroup.com/market-data/datamine-historical-data/files/TxSLayoutguideCSV.pdf Is CME using a Trade Sequence Number only to separate trades w the same time stamp? ftp://ftp.cmegroup.com/datamine_sample_data/ts/2012-11-05-euro-fx-futures.csv Are you sure that there are no other ways to get a ms-part from CME? Maybe some kind of DMA? Thank you for the info. |