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by salmonlogs
2267 days ago
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"its not possible to be accurate to that resolution with current hardware" Are you referring to the clock precision of consumer grade hardware here? In my experience the vast majority of financial time series data is reported in nanoseconds. The data providers, vendors, exchanges and data brokers absolutely have hardware capable of measuring timestamps in nanoseconds. The accuracy doesn't have to be to 1ns of resolution to warrant measuring in nanos - even to the nearest 100ns is a useful and meaningful improvement beyond micros. |
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