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Jugal Poddar (guest)
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| 10/17/2008 11:12 AM |
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Source of the TimeStamp field in the "TAQ Trade" data which is in the HHMMSSMMM format - Where is this time field stamped? Is it stamped at the source Exchange at which the Trade actually happend or is it stamped by SIAC when it receives the Trade print?
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Christina
Posts:24
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| 10/22/2008 8:56 AM |
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| The message is timestamped when it is sent from CTA, that is to say it is stamped by SIAC with a consolidation time. |
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