Does the futures data contain a second or millisecond time stamp?
Since Jun-1-2003, all of our futures data contains a second time stamp (e.g. HH:MM:SS). Prior to then, some of our data has seconds, but most does not. From Jul-1-2011 forward, all futures data contains a millisecond time stamp (e.g. HH:MM:SS.000).
Category : Futures