Tag: timestamps
Concepts
- Clock Synchronisation And PTP Timestamping
- Decision Time Versus Data Timestamp
- Event Time vs Ingest Time
- Cleaning High-Frequency Tick Data
- The Trading Day Boundary and Session Timestamps
- Timeliness: When Does the Data Actually Arrive?
- Timestamp Alignment and Time Zones
- Timestamp Conventions and Time Zones
- Timestamp Provenance: Exchange Versus Vendor