Explore the depths of market liquidity and pricing with Massive. This category focuses on real-time bid/ask spreads, quote analysis, and their impact on trading strategies and decisions.
Knowledge Base/Quotes
Knowledge Base
Quotes
- Title
- Which timestamps are returned for Massive's stock trades and NBBO quotes?
- FAQ Category
FAQ
- Quotes Category
Quotes
- Trades Category
Trades
- Description
- REST and the flat files return three nanosecond timestamps per trade: participant, SIP and TRF. The WebSocket carries the same three in milliseconds rather than nanoseconds. All of them are Unix epoch in UTC.
