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 Post subject: Sub-Second Timestamps
PostPosted: Thu Sep 17, 2015 10:47 pm 
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Joined: Thu Sep 17, 2015 5:52 am
Posts: 133
Hi Smartquant,

When making a tick chart is Openquant is it possible to see the sub-second timestamp for each tick? Such as millisecond or microsecond timestamps?

Same question regarding order execution.
For instance, can I see the sub-second timestamp of when your software sends the exchange an order, then the resulting sub-second timestamp of when the exchange actually fills the order?

Lastly, are your answers the same for both the main version of Openquant you have available and Openquant 2014?

Thanks!


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