Recent content by 626

I want to use some tick-data for some research. However, the data that I have has two timestamps for each record. It looks something like the following: trade_report, 08:03:08.171, 08:03:08.090, ... quote_update, 08:03:08.611, 08:03:08.624, ... quote_update, 08:03:08.711, 08:03:08.723, ...