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Hello Elliot,
The smallest time increment of e-Mini S&P data on TradeStation 8 (or any
other data source that I know of so far) is one second. I don't know of
data with millseond time stamps.
It is possible to get time in resolution finer than one second by
getting your computer time with a DLL. You can use it in a relative
sense. However it would be a challenge (if not impossible) to be truly
synchronized with the actual exchange trade time, considering the
possible data delay time in the order of a second.
-- Harrison
Elliot wrote:
Could someone tell me the smallest time increment of e-Mini S&P data on
TradeStation 8 or whatever the latest version is.
Is data available anywhere with millisecond time stamps (e-Mini S&P)?
Thanks,
Elliot.
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