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Re: e-Mini S&P Time Stamps



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>I only see a minimum resolution time stamp of one minute in TradeStation 8.1. Am I missing something? (Bob)

Bob, you did not miss anything. I was referring the time and sales stamp.
As of now, you can't even make use of the second time stamp for indicator for analysis. One needs to use make use of the computer time to somehow CREATIVELY add the second information. It works fine for analysis, particularly in a relative sense. For example, you want to analyze and test some ideas regarding market dynamics based on what it's been doing in the last 10 to 30 second.

> 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)

Mike, you are right. In most cases, it's for real time analysis only. However, what some people are doing is to collect some data with second time stamp for testing ideas.


-- Harrison