I’ve started using the SIP 1 min bars from the real time data stream–and I’ve noticed that timestamp that comes in is 1 min behind the time I receive it.
For example, I got messages at 3:30 PM ET that had a timestamp of 3:29PM ET. I hope/assume that means this is data for the minute from 3:29:00.000 PM ET through 3:29:59.999 PM ET–and then transmitted at 3:30 PM ET. Is that correct? Can anyone confirm?
I had gotten accustomed to a lot of data having timestamps that are ‘right justified’ (e.g. 3:30 PM timestamp for 1 minute of data would mean data from 3:29 to 3:30), so I was surprised when I saw that–but it really doesn’t matter as long as I know what it means!