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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Timestamp Resolution for Tick Data

Author	Topic: Timestamp Resolution for Tick Data (3 messages, Page 1 of 1)
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:11 PM Msg. 1 of 3 Is it possible to get fractions of a second timestamps for tick data? I do this: HTT,@NQU19,20190620 000000,20190620 170500,,,,1,, And I see: 2019-06-20 16:05:38,7766.50,1,492761,7766.50,7766.75,232575516,0,0,C, 2019-06-20 16:05:38,7766.50,1,492762,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492763,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492764,7766.50,7766.75,232575521,0,0,C, 2019-06-20 16:05:38,7766.50,1,492765,7766.50,7766.75,232575522,0,0,C, 2019-06-20 16:05:38,7766.50,3,492768,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492769,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492770,7766.25,7766.50,232575523,0,0,C, I was under the impression timestamps went down to microseconds... Jay
altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jun 20, 2019 03:31 PM Msg. 2 of 3 My hunch is that you are not setting the protocol when you first connect to IQFeed, which then defaults to IQFeed 4.9 behavior. When I run your query using protocol 5.0 I see millisecond timestamp resolution, and with protocol 6.0 or 6.1 I see microsecs resolution. http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion Edited by altmany on Jun 20, 2019 at 03:33 PM Edited by altmany on Jun 20, 2019 at 03:33 PM
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:39 PM Msg. 3 of 3 BINGO! My mistake was I just connected and sent my command. I needed to send the "S,SET PROTOCOL,6.0" command immediately after connection. Works now! Thanks! Jay Jay