Which version of Elektron Edge Device should be used for the feed to provide microsecond/nanoseco...
Jirapongse
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in Elektron
...nd timestamp to consumers? (from MiFID II Webinar Sep 27)
Which version of Elektron Edge Device should be used for the feed to provide microsecond/nanosecond timestamp to consumers?
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Best Answer
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The feed must be provided from Elektron Edge Device with patch v2.5.6 configured to allow microsecond/nanosecond timestamps to flow. By default,Elektron Edge Device flows millisecond timestamps to the consumers in order to protect the consumers which are not ready to consume microsecond/nanosecond timestamp.
This question was first asked in a MiFID IIwebinar (27th of Sep). Please see here: Introduction to MiFID II for Developers
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