I'm sourcing level I (top of book) data from TREP and would like to know the timestamp of the market event that led to each update I receive from TREP. How can I access this provider generated timestamp?
On the event data structure in the .NET api, each ThomsonReuters.RFA.Common.Event has an EventAge property, enabled by the config key
However, this property is often 0 or lower than what I'd expect from network transit delays.
How is the EventAge property defined, and how do I access the provider generated event timestamps?
Anders A. Søndergaard