We are using Elektron API (EMA, Real time) and pulling VALUE_TS1
array.add(EmaFactory.createOmmArrayEntry().intValue(1010));
Should we be using another timestamp instead of this to get milli/nano sec frequency?
We are interested to get Quote time at Venue
Also we would like to confirm the quotes are updated in order, i.e. quote1 arrived at time t and quote2 arrived at time t+0.01 nanosec. Is there possibility that quote2 will be streamed before quote1?
Hello @vuk.magdelinic, The millisecond time is available in the _MS fields if the venue supports this. Here is a snapshot of IBM on NYSE:
FieldEntry fid="3580" name="BID_ASK_DT" dataType="Date" value="12 MAY 2021" FieldEntry fid="3655" name="ISIN_CODE" dataType="Rmtes" value="CA8911605092" FieldEntry fid="3694" name="MNEMONIC" dataType="Rmtes" value="TD" FieldEntry fid="3854" name="SALTIM_MS" dataType="UInt" value="72000000" FieldEntry fid="3859" name="SEQ_NO" dataType="UInt" value="3672530" FieldEntry fid="3861" name="BLK_PRC1" dataType="Real" value="87.03" FieldEntry fid="3871" name="OPN_AUCVOL" dataType="Real" value="21900.0" FieldEntry fid="3887" name="SEQNUM_QT" dataType="Real" value="3672588.0" FieldEntry fid="3900" name="TRADE_ID" dataType="Rmtes" value="20399" FieldEntry fid="3984" name="TRD_TYPE" dataType="Rmtes" value="A"
from RDM field dictionary, you can see the definition:
SALTIM_MS "SALTIM MS" 3854 NULL INTEGER 15 UINT64 4 ! ! Time of the last trade with precision in milliseconds - the time of the last update ! to the field TRDPRC_1 (FID 6).
You can also refer to the Coding For High Precision Time article for more information regarding nanoseconds.
To convent _MS fields to time, please refer to this thread.
