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format time update message

Message Header Update in LocalExchangeTime

ESM1,Market Price,2021-03-25T15:59:59.193470285-05,Raw,UPDATE,TRADE,,,,5058,,36478,,6

but, inside update message time in UTC

,,,FID,1704,,ACVOL_TIM,20:59:59.000000000, ,,,FID,14256,,ACVOLTM_MS,20:59:59.185000000,

How do I synchronize the time inside the message update with the update time in the header?

tick-history-rest-api
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1 Answer

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23k 22 9 14

Hello @s61670,

You can try MessageTimeStamp in UTC.

Please see REST API Reference Tree for the complete spec on TickHistoryRawExtractionRequestion:




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