EMA JAVA API timestamp precision

hujunhu

I find that TIMACT (Fid: 5) always has a 0 value for millisecond (fieldEntry.time().millisecond()). Is the timestamp precision of EMA up to second? Thanks.

Tim Smith

Hi,

TIMACT only goes to seconds from our main Elektron realtime feed so the precision you see will never be anything more than that. We use different format fields for milli and up to nano second. For example TIMACT_NS is the field to look for for up to nanosecond precision (not guaranteed to have that level if the source doesn't supply it).

pimchaya.wongrukun01

Hello @hujunhu

EMA provides the methods to get the timestamp up to nanosecond as shown below:

case DataTypes.TIME :
System.out.println(fieldEntry.time().hour() + ":"
+ fieldEntry.time().minute() + ":" + fieldEntry.time().second() + ":"
+ fieldEntry.time().millisecond() + ":" +fieldEntry.time().microsecond()+ ":" +fieldEntry.time().nanosecond());
break;

The example output:

Fid: 14265 Name = QUOTIM_NS DataType: Time Value: 9:26:12:468:952:587

As Tim Smith said, this is depends on the feed if it sends second/milli/micro/nano second for a field to EMA.

hujunhu

https://community.developers.refinitiv.com/discussion/comment/22800#Comment_22800

@pimchaya.wongrukun01, Thanks.

However, I find that most of the feeds don't have QUOTIM_NS.
There is another Fid: 3855 Name = QUOTIM_MS. Why its data type is UInt instead of Time?

Jun

hujunhu

https://community.developers.refinitiv.com/discussion/comment/22797#Comment_22797

@Tim Smith

Thanks.

May I know the difference between TIMACT and QUOTIM?

Regards,

Jun

pimchaya.wongrukun01

https://community.developers.refinitiv.com/discussion/comment/22801#Comment_22801

Hello @hujunhu

As far as I know, it is the feed's design. However, I do not know the actually reason.