Timestamp [T]
This message is sent to provide the time since Epoch (UTC). Should be used in combination with the Timestamp field of individual messages following to determine the exact time for each message. i.e. Time a message was sent = 'Timestamp' field from message + 'Nanosecond' field from last ITCH Timestamp message received
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Timestamp Message identifier: "T" |
Nanosecond | 1 | 8 | Unsigned Integer | Nanoseconds since Epoch. |