I'm using Elektron 1.0.8 on some Asian markets. Does MiFID II has any impact on this API ? Should I upgrade to another Elektron version ?
I'm using Elektron 1.0.8 on some Asian markets. Does MiFID II has any impact on this API ? Should I upgrade to another Elektron version ?
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Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
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Hello @dtop
Elektron 1.0.8 is able to decode the high precision timestamps introduced for MiFID II requirements so there will be no impact on the API and any application using this version will continue to operate as before.
If the application now needs to access the higher precision timestamps in order to meet MiFID II requirements then code which records the timestamp must be checked and updated, if neccessary, to ensure that the microsecond and nanosecond components are included.