Skip to content

Add nanosecond precision timestamps to WebSocket feed #999

@linjiapro

Description

@linjiapro

Currently, the WebSocket feed provides millisecond-level SIP timestamps for ticks and quotes, which limits precise alignment for real-time data. It would be very helpful if nanosecond precision timestamps were added to the WebSocket feed, similar to what’s available in the REST API. This would allow for accurate tick and quote alignment in live trading scenarios. Please consider this as a feature request for future WebSocket updates.

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions