While using EMA or ETA do you have any field like “line time” which would indicate the time at wh...

jkr123
jkr123 Newcomer
in Elektron
While using EMA or ETA do you have any field like “line time” which would indicate the time at which data left the exchange?
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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @jkr123,

    The fields are published by exchanges, and the availability of the timestamp-related fields will be defined by the exchange and the market sector (for example equity, future, bond, etc) from that exchange.

    It will not be API-specific, i.e. the content available, once processed by the consumer application, will be the same in EMA, ETA, RFA APIs.

    You may find relevant this discussion of timestamps availability.

    For looking up exchange-specific content availability and definitions,

    Data Model Discover Tool is helpful.

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