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Date/Time: Sat, 15 Mar 2025 15:55:50 +0000



Post From: Working with microseconds within T/S

[2022-07-20 14:37:25]
BillsSBC - Posts: 40
Thanks I did review that thread along with the release thread here:
Version 2151 Available: Foundation For Millisecond/Microsecond Timestamping

The only thing I found relevant is the following statement which is what I understood:
"Microseconds will act as a counter for multiple trades within the same millisecond"

Is the assumption then, in my example, that the bid and ask trade actually did occur at the exact same millisecond. . .therefore counted/sequential but representing separate trades?
Date Time Of Last Edit: 2022-07-20 14:51:09