Hi,

This may be an obviously dumb question, but does the tick data not have resolution to the second? It looks like every tick is rounded to the minute, though the data is still in order.

Thanks in advance,
Joseph

Dont hold your breath. A quick search through this board will show that DTN have been promising this for more than 3 years -- and the excuse has always been that the development is complete but its still "being tested".
Edited by skunk on Dec 1, 2006 at 07:27 AM

Are the seconds and possibly milliseconds getting stripped off the time stamp that comes from the exchanges? I don't understand why one would do that...especially when the message sent to us has a seconds field (unless it's a bandwidth thing and the local client on our computers just adds the .00 for the seconds when a new IQ Feed message arrives).

The need for this additional level of precision in our data is well known and it has been talked about for some time and it is in testing and it will be out as soon as it is available. It is in DTN's best interest to provide you with the best product we can, to justify your continued support of our product. We appreciate your business and will continue to work on this and other improvements.

Xen,
The timestamp you're seeing is generated by DTN and not the exchange. The DTN timestamps have no relationship at all with the exchange generated timestamps (they are not simply stripped of seconds/milliseconds). This means there is no way of determining when the tick was actually generated and therefore the delay before you actually received it.