Support Board

Date/Time: Mon, 16 Sep 2024 19:17:21 +0000

Post From: cme mdp3 timestamps qstn

[2015-03-23 05:25:28] Link To Thread - Link To Post [Go To First Post]
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.