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Date/Time: Tue, 26 Nov 2024 21:25:29 +0000



Post From: DTC Server only sending MARKET_DATA_UPDATE_TRADE_COMPACT

[2020-03-31 14:04:03]
CBR600RR - Posts: 37
I saw it in some sample code somewhere. I'm trying to get MARKET_DATA_UPDATE_TRADE. If I set Integer_1 to 8 I get some values without the milliseconds, and some values with rounding errors, but still not millisecond level timestamps:

{"Type":107,"F":[1,2,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,2,2592.25,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,2,1585663307]}
{"Type":107,"F":[1,2,2592.25,2,1585663307]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,4,1585663307]}
{"Type":107,"F":[1,2,2592.5,1,1585663307]}
{"Type":107,"F":[1,1,2592.25,3,1585663307]}
{"Type":107,"F":[1,1,2592.25,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.75,2,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.75,3,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.5,2,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}