When I download data for a 'TickHistoryTimeAndSalesExtractionRequest' I receive timestamps expressed with microseconds precision. Data is stored under CSV column 'Date-Time' with microseconds pricision. 2017-07-04T06:00:00.125483119Z In the old TRTH we used to have two separate fields and we could express the format of the date using the following (C++ api) request.dateFormat = ns2__RequestDateFormat__YYYYMMDD; Date[G], Time[G] ,20170723,06:23:23.001 The format of the time is in milliseconds format.
1) how to tell TRTH v2 to provide DATE in format YYYYMMDD
2) how to tell TRTH v2 to provide timestamp in millisecond + same format of v1
3) how to split timestamps in 2 separate fields (Date[G] and Time[G])