What is the most appropriate FID Date/Time/DateTime combination to establish the message DateTime...

jsoong

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

Gurpreet

Hi @jsoong. 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.