TRDTIM or TIMACT

Hi,

If I am capturing trades, quotes and corrections, and want to most granular timestamps sent by the exchange is TIMACT_NS suffice?

I ask because it seems we have

QUOTIM_NS // quote up-to nano

TRDTIM_MS (notice the millis) // trade up-to milli

TIMACT_NS // event update time up-to nano

Does TIMACT provide a timestamp for both quotes and trades?

Does it provide the most granular level of precision for the event update?

Why would one use QUOTIM_NS if TIMACT_NS is there?

Why is there no TRDTIM_NS or is TIMACT_NS suffice as a replacement for it too?

Is TIMACT_NS the correct field to use for the 'exchange time' of the trade/quote?

Regards

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Accepted answers

pimchaya.wongrukun01

Hello @sohagan857

As far as I understand, the most granular timestamps depends on the exchange.

I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for your data question above.

All comments

pimchaya.wongrukun01

Hello @sohagan857

As far as I understand, the most granular timestamps depends on the exchange.

I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for your data question above.

sohagan857

I understand that, I think most people are aware TR is content agnostic, it's one of the main and most frequent answers for questions on this community and from the helpdesk.

Saying the community does not give "proper" answers is also uncalled for, this community I find far better than the helpdesk as it gives more opinions, more answers and more theory as well as generally being quicker than the helpdesk. So I'm using the community for this reason.

So my questions still stand regarding TIMACT_NS, QUOTIM_NS and lack of TRDTIME_NS.

Regards

sohagan857

Related question asked here: https://community.developers.refinitiv.com/questions/22795/ema-java-api-timestamp-precision.html by @hujunhu hujunhu but never answered

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