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Date/Time: Tue, 26 Nov 2024 00:27:22 +0000



Post From: Feature request - Original exchange / data feed millisecond timestamp

[2014-03-16 14:09:14]
Perseus - Posts: 30
It would be very useful if you could provide the original millisecond timestamp included in tick data feeds such as IQFeed. Either by replacing the current SC millisecond field / counter or by providing an additional field with the data feed millisecond timestamp.

Thanks.