DTN MA Backfill service data

Login or Register

Please login or register in order to view and post in the Forum.

2 posts / 0 new
Last post
Wed, 08/15/2018 - 17:59
#1
Food4Monkeys
Last seen: 5 years 2 months ago
Joined: 10/25/2015 - 15:43
DTN MA Backfill service data

Hi,

I've downloaded tick data via the dtn ma backfill. However, when I export this data to text files and review it, it appears the timestamps are all truncated to hh:mm:ss
I know the live iqfeed data feed has a much higher time resolution than this. Is it not the same for the dtnma backfill or is investor rt processing the data and just truncating the timestamp?
Is there some way to access the raw dtn ma backfill data and recover the full timestamps and tick ids assuming it is being filtered out by investor rt?

0
Top
Thu, 08/16/2018 - 17:30
cpayne
Last seen: 1 year 1 month ago
Joined: 03/30/2009 - 00:00
DTNMA Timestamps

DTNMA and IQFEED does now send the millisecond timestamps with each tick.  However, our database stores timestamps to the second, and does not yet store the millisecond resolution.  We will continue to evaluate solutions to this as we move forward.

Top