Hi Dawid,

You're right, it seems to be not quite as straightforward as I thought. It appears that for UK stocks in order to get the timestamps including milliseconds you need to include extended hours trades in the request. If you need to filter out extended hours trades, you can do it by setting up time restrictions for your request using From and To methods of ITimeSeriesDataRequestSetup interface. Here's an example code snippet.

private void RequestTimeseriesData()
{
	_timeSeriesRequest = _timeSeries.SetupDataRequest("VOD.L")
        	.WithInterval(CommonInterval.Tick)
                .WithFilter(filter => filter.IncludeOutOfSessionRecords(true))
                .WithNumberOfPoints(250)
                .OnDataReceived(ProcessReceivedData)
                .CreateAndSend();
}

private void ProcessReceivedData(DataChunk chunk)
{
	_trades.AddRange(chunk.Records.ToTickRecords());
        if (chunk.IsLast)
        {
        	foreach (var trade in _trades)
                {
                    DateTime timestamp = trade.Timestamp.Value;
                    double? lastprice = trade.Value;
                    double? volume = trade.Volume;
                    Console.WriteLine(timestamp.ToString("dd-MMM-yy HH:mm:ss:fff") + " " + lastprice.ToString() + " " + volume.ToString());
                }
	}
}

I hope this helps.

Alex

Hi Dawid,

Yes, it is possible. Using Eikon .NET SDK the timeseries of price history for stocks are returned with timestamps down to millisecond. For documentation and code samples see respective section on this portal.

Hello Alex,

We tried to make a code, but it only showed at the end .000 (miliseconds). We got times like 14:42:42.000 on all the available data.

Could you show us maybe a example code or something?

Thanks and Regards,

Dawid