Support Board
Date/Time: Sun, 22 Dec 2024 11:46:33 +0000
Post From: Millisecond timestamps on TICK-NASDAQ
| [2014-05-24 11:24:44] |
| graggy - Posts: 15 |
|
It seems that when I collect data during regular market hours, the symbol TICK-NASDAQ has many instances of individual records with the millisecond part of their timestamps greater than 0 (that is, several records share the same value for date, hour, minute, second, but have differing millisecond values). This is good. However, when I download TICK-NASDAQ tick data (that has not been previously collected live) the millisecond part of the timestamp is always set to 0, making an effective download granularity of 1 second. I am running version 1139 with OEC FIX/FAST, and have my "Intraday Data Storage Time Unit" set to "1 Tick". Am I missing something? |