Am getting ms values rounded off using ticker example code. (ontick()) Should I read from websockets directly or try with python to get ms values in tick data ?
ticktimestamp is :Mon Aug 19 12:25:13 IST 2019 ticktimestamp time is :1566197713000 tick last traded time is :1566197712000 sys current time is :1566197713073
ticktimestamp is :Mon Aug 19 12:25:13 IST 2019 ticktimestamp time is :1566197713000 tick last traded time is :1566197708000 sys current time is :1566197713073
I don't think exchange send milliseconds level data. Even on the python library, you will see only seconds level data. The milliseconds are added at the client library by multiplying 1000 for parsing.
