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.
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.
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.