Timestamps within the IBKR API are generally "Epoch Seconds" and there is nothing you can do to get actual? higher resolution time stamps.
We work around that by recording high-resolution arrival time stamps (Java Instant, nanosecond resolution) in addition to the "Epoch Second" plus an index that maintains temporal order of all arriving data times.
闯ü谤驳别苍
On Wed, Aug 3, 2022 at 11:54 AM, <alexsviridov@...> wrote:
I am trying to request real-time tick by tick data, but data arrives with timestamp missing milliseconds. Here is my code:
...
Is there way to get milliseconds/microseconds?
