• No : 10741
  • Updated Date : 2021/03/17 14:30
  • Modified on : 2023/01/17 13:45
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[J-GATE3.0] How to acquire updated time for price depth.

How to acquire updated time for price depth.
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Answer

Updated time of price depth can be acquired from the timestamp in ITCH.
Please note that the updated time of price depth cannot be acquired from API and BO16 (Price and /or Order Depth Information -Price Depth) does not have a field which provides the updated time.