Thank you for the response.
As I mentioned that for liquid stocks, I do get 1 tick/response per second. There is no problem with that.
The problem lies with illiquid stocks.
One would assume to get 1 tick per second (even for illiquid stocks), provi…
@cskasm I have marked a portion on you image. Please have a look.
The exchange time is missing milliseconds/microseconds. Your local time variable is having the fraction.
The delay is the microseconds missing from the exchange time. I have no clue w…