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Tick.Time Microsecond Time Stamp

Posted By ywlee 2 Years Ago
Posted Monday June 13 2016

A follow up question on an earlier query some time back.

I'm on IQFeed and can see the microsecond time-stamp coming in for tick data on another application. However, the microsecond timestamp on RE still shows 00000.  I tried with IB and the same result.  The exchange sends microsecond timestamps.

Is there a configuration that I'm missing?
Posted Monday June 13 2016
A clarification on the earlier query:

a. Microsecond timestamp shows in Tick Data Editor based on IB data but not on IQFeed data eventhough IQFeed has microsecond timestamp in their tick data (confirmed using another program with the same IQFeed data feed.

b. Tick.Time - does not capture microsecond in tick data. Would be very useful if it does (or am I missing to call microsecond in tick.time?)

Thanks in advance.

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