iex_parser icon indicating copy to clipboard operation
iex_parser copied to clipboard

Timestamps in CSV files stored with µs precision instead of ns precision

Open DavorJ opened this issue 1 year ago • 0 comments

Example from extracted data with iex-to-csv:

ordinal,timestamp,flags,symbol,size,price,trade_id
44614,2021-09-03T12:00:01.376605+00:00,192,"ENVB",200,2.68,1615105
44615,2021-09-03T12:00:01.376605+00:00,192,"ENVB",100,2.68,1615115
44715,2021-09-03T12:00:03.372378+00:00,192,"ANY",100,7.05,1638213

But the timestamps are specified as signed 8 bit integers as counters of nanoseconds since POSIX (Epoch) time UTC in the IEX TOPS specification.

DavorJ avatar Aug 02 '23 17:08 DavorJ