Support Board
Date/Time: Tue, 26 Nov 2024 01:52:10 +0000
Post From: Version 1047: Millisecond time stamping
| [2013-11-27 17:21:15] |
| TastyRisk - Posts: 119 |
|
One major exchange the CME, does not use millisecond timestamps for trades. If you put reliance upon milliseconds to actually know the time of the trade, you are not going to necessarily get an accurate determination of this.
This is an bogus answer and frankly doesn't not hold water. You get information from the exchange with millisecond stamping. As you boast 0% packet loss on your CME feed then it is evident that there is little congestion on the switch fabric. Therefore the CME time-stamp would be an excellent substitute for a true trade-time-stamp. edit; I want to add that even if there was packet loss or delay due to blocked switch fabric; it's likely that the stamp would still be valid if they are produced before the client distribution layer... which they obviously are. Date Time Of Last Edit: 2013-11-27 17:27:16
|