Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.
626
-
Content Count
1 -
Joined
-
Last visited
-
I want to use some tick-data for some research. However, the data that I have has two timestamps for each record. It looks something like the following: trade_report, 08:03:08.171, 08:03:08.090, ... quote_update, 08:03:08.611, 08:03:08.624, ... quote_update, 08:03:08.711, 08:03:08.723, ... Does anybody have any idea of why there are "two" timestamps? They are only few milliseconds apart, but I can only guess what each one is. I would appreciate the help.