Support Board
Date/Time: Thu, 23 Jan 2025 09:38:47 +0000
Post From: Nano second timestamps
| [2018-11-15 02:35:25] |
| User19165 - Posts: 346 |
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Thanks for all the extra information SC staff. I read your initial comment about nanosecond literally, as did everyone else I was touting this to in the group. I can appreciate that it is a small amount of time. Just some short years ago, microsecond would have been considered absurdity, but here we are. The future comes fast. What I want to do is re-bundle trades so that I can more accurately track big orders. Grouping them by the finest granularity timestamp available will not be 100% accurate, I know this, but it is a darn sight better than not doing it all. I do not trade any CME products therefore do not have access to their tick ID, so I am looking for a more exchange universal way to accomplish the this trade rebundling through the checking of trades having the same timestamp. Date Time Of Last Edit: 2018-11-15 07:11:18
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