What is the most appropriate FID Date/Time/DateTime combination to establish the message DateTime, T

jsoong
jsoong
in Elektron
What is the most appropriate FID Date/Time/DateTime combination to establish the message DateTime, TIMEACT seems to be only consistent field coming in both refresh and updates
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @justin21. The message payload depends on the asset class and also the venue where the instrument is being traded.

    For equity quotes, you should see TRDTIM_MS, QUOTIM_MS or TIMCOR_MS, depending on if it is a trade message or a quotation or a correction.

    The _MS fields carry the time of event in milliseconds. See this for information on how to convert ms to time.

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