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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:13:37 +0000
cme mdp3 timestamps qstn
View Count: 1394
| [2015-03-23 05:25:28] |
| ganz - Posts: 1048 |
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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. |
| [2015-03-26 04:10:36] |
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The Sierra Chart CME data feed does not combine any trades.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-03-26 04:30:51] |
| ganz - Posts: 1048 |
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SC Support I know it. I mean there is the ability to combine trades using T&S within a given seconds. It might be more accurate in this case. |
| [2015-03-26 17:03:39] |
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The Time and Sales combining options Sierra Chart provides are documented here: https://www.sierrachart.com/index.php?page=doc/doc_TimeandSalesWindow.html There are no plans for anything other than what is currently available. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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