arnabs

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arnabs
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  • 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 no worries. I didn't get a chance to read it but if your problem is solved, then all is good
  • @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…