Support Board
Date/Time: Sun, 22 Dec 2024 05:40:14 +0000
Post From: cme mdp3 timestamps qstn
| [2015-03-23 05:25:28] |
| ganz - Posts: 1048 |
|
SC Support http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Market+Data+Messaging Tag 60-TransactionTime
All market data messages that are the result of a single incoming order action have consistent tag-60 TransactionTime values that represent the time CME Globex started processing the given event in nanosecond granularity. Have you got any plans to implement MDP 3 and to add the real nano/microseconds timestamps for trades in order to combine them properly? thnx. |