1
●0 ●0 ●2
What is the most appropriate FID Date/Time/DateTime combination to establish the message DateTime, TIMEACT seems to be only consistent field coming in both refresh and updates
13k
●32 ●12 ●18
Hi @justin21. The message payload depends on the asset class and also the venue where the instrument is being traded.
For equity quotes, you should see TRDTIM_MS, QUOTIM_MS or TIMCOR_MS, depending on if it is a trade message or a quotation or a correction.
The _MS fields carry the time of event in milliseconds. See this for information on how to convert ms to time.
