If I am capturing trades, quotes and corrections, and want to most granular timestamps sent by the exchange is TIMACT_NS suffice?
I ask because it seems we have
QUOTIM_NS // quote up-to nano
TRDTIM_MS (notice the millis) // trade up-to milli
TIMACT_NS // event update time up-to nano
Does TIMACT provide a timestamp for both quotes and trades?
Does it provide the most granular level of precision for the event update?
Why would one use QUOTIM_NS if TIMACT_NS is there?
Why is there no TRDTIM_NS or is TIMACT_NS suffice as a replacement for it too?
Is TIMACT_NS the correct field to use for the 'exchange time' of the trade/quote?
As far as I understand, the most granular timestamps depends on the exchange.
I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for your data question above.