Support Board
Date/Time: Tue, 26 Nov 2024 01:35:52 +0000
Post From: Version 1047: Millisecond time stamping
| [2013-11-27 17:41:59] |
| TastyRisk - Posts: 119 |
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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.
Yes, it's true that an exchange will prefer to match trades over reporting the same. But it's also true that most of the exchanges - and the CME is no exception - have put much effort into fast and accurate data systems. Do you have any facts about any possible lag between matching engine events and the reporting the same ? You suggest that it's not worth implementing millisecond support because the CME might lag so much !! Wow - those hedge funds that fight for every millisecond must really have blown there cash on some wasted infrastructure then. |