Support Board
Date/Time: Wed, 27 Nov 2024 00:29:44 +0000
Post From: Time Stamp Accuracy
| [2023-10-16 18:08:00] |
| AndyB - Posts: 101 |
|
Out of the three methods, which of these has the most accurate time stamp for CME? I'll use a 1 trade chart ES as an example. -ESZ23_FUT_CME-BID_ASK_TRADE_SYNC recording mode -ESZ23_FUT_CME with the "Combine Trades into Original Summary Trade" option enabled -ESZ23_FUT_CME chart with no trade combining from my understanding, anything sub 1ms is stamped to microseconds but as a "counter" function, not true microseconds. so that begs the question, which of the three WOULD be most accurate? unfortunately the "Combine Trades into Original Summary" does not work at all with the -BID_ASK_TRADE_SYNC extension, which isn't all that surprising since I guess it's just raw data coming into the chart (though the option if possible, would be nice) Thanks in advance. |