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verified publisher icon Open-Markets-Initiative

Display OUCH nanoseconds to midnight timestamps

Open Open-Markets-Initiative opened this issue 1 year ago • 0 comments

Ouch specification:

https://github.com/Open-Markets-Initiative/Directory/blob/main/Organizations/Nasdaq/Specifications/Nasdaq.Nsm.Equities.Orders.Ouch.v5.0.pdf

Some timestamp fields are nanoseconds from midnight. Provide a prototype for source generation using the packet timestamp as the source for the date component of the timestamp.

Open-Markets-Initiative avatar May 06 '24 17:05 Open-Markets-Initiative