• No : 10531
  • Updated Date : 2021/03/17 14:08
  • Modified on : 2023/01/18 17:30
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[J-GATE3.0] What value is set for Second in ITCH tag T(seconds tag)? Also, what value is set for Timestamp-Nanoseconds in ITCH tag E?

What value is set for Second in ITCH tag T(seconds tag)? Also, what value is set for Timestamp-Nanoseconds in ITCH tag E?
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Answer

For Second in ITCH tag T(seconds tag), UNIX time (Elapsed time from January 1st, 1970, 0:0:0 UTC (=UNIX epoch)) is set by seconds.
For Timestamp-Nanoseconds in ITCH tag E, elapsed time from Second in tag T is set.