Re: e-Mini S&P Time Stamps

[Mike Gossland <mgmail@xxxxxxx>]

At 09:14 AM 6/3/2005, Bob Fulks wrote:

>At 08:49 AM 6/3/2005, Harrison Cai wrote:
>
>>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.
>
>I only see a minimum resolution time stamp of one minute in TradeStation 8.1. Am I missing something?
>
>Thanks
>
>Bob Fulks


A time and sales window shows the trades with a resolution of 1 second, but I have never seen a chart, not even a 1 tick chart, with resolution finer than 1 minute.

So, the data must come in with the resolution of 1 sec, but I can't see how a user can get at that data historically.

Mike Gossland