I need to match live tick price from Elektron API service hEDD, (EAPI) with the Eikon historic raw tick download (EH), but I don't have a FID to be able to do that.
In EAPI we are getting time from this FID: QUOTIM_MS, and from there we are getting the milliseconds and concatenating it to the field VALUE_TS1. But from EH the times come in microseconds and if I truncate the value to milliseconds does not match, so this way I don't have a way to match historic and live. I bet I'm not the first one trying to do this so my question is ... is there any known procedure to match historic raw tick and live tick data?
Thanks in advanced