is Elektron 1.0.8 OK with the MiFID II ?

dtop
dtop Newcomer
in EMA

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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Best Answer

  • David Thomas
    David Thomas LSEG
    Answer ✓

    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.

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