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Wrong data in Trade Date field

I queried for the fields Trade-Date and Quote-Date for time and sales data from TRTH. However the dates in these fields are just the timestamp fields and not the actual trade dates.

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1 Answer

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Refer Tick History Data Content Guide,Trade - Date and Quote - Date are local dates transmitted with the first on-market trade or quote message of the day, respectively.

The following is a result from time and sales extraction.

The Date-Time field at column D is timestamp. The Date field at column S is Quote - Date or Trade - Date.

If your result is different from this, please share your request and result.


date.png (9.3 KiB)
result.png (26.4 KiB)
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