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»Forums Index »IQFeed Developer »IQFeed Developer Support »Millisecond precision-how precise?
Author Topic: Millisecond precision-how precise? (2 messages, Page 1 of 1)

-Interested User-
Posts: 26
Joined: Jul 20, 2012

Posted: May 6, 2013 01:47 PM          Msg. 1 of 2
I thought the answer to the following question could be informative for many traders using this feed. With the new millisecond precision starting in 5.0 version of the feed, how precise are the time stamps really? Are they very close to when the actual trades/quotes happened? Or, assuming some latency between exchange time and your 'collection' time, how precise are the time stamps with respect to each other (sequentially)? Some rough estimates on variability (in ms) would be great to have.

-DTN Guru-
Posts: 2034
Joined: Nov 21, 2005

Posted: May 6, 2013 01:56 PM          Msg. 2 of 2
Hello, the timestamps are provided by the exchange (not us). As a result I believe you would have to direct this question to the various exchanges you are interested in.


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