Time stamp of tick data

Soorma · November 3rd, 2009, 9:01 pm

Hi It would be great if someone familiar with Bloomberg Data can help me out .I want to know if i can change the time stamp of bloomberg data into milliseconds rather than seconds.Basically i am trying to observe the bid , ask and size of bid ask at a particular given time (could be 9.00.123 ) . Bloomberg gives data divided into seconds intervals (9.00 and 9.01 )Whats the best way out ?Thanks

smc77 · November 3rd, 2009, 9:31 pm

I can't speak for everything here, but in some cases you might be looking at the time stamp sent by the exchange, in which case there's nothing that you can do. The exchanges also send time stamps at different frequencies, and Bloomberg can't fix that.

Marine · November 4th, 2009, 8:11 am

I think your problem is an Excel one. Excel does not display msecs. Try to download the values using a different API.

Deve10per · November 4th, 2009, 9:55 am

Tick data it time stamped to the millisecond from the exchange.And with Thomson Reuters DataScope Tick History, it's time stamped when it arrives at the vendor site.:T

Soorma · November 4th, 2009, 12:43 pm

Thanks Can you tell me an alternative API to retrieve data from Bloomberg ?Thanks

Marine · November 6th, 2009, 12:43 pm

There is a C++ and C# API which you can use.Type BBXL and then choose option 13 for the API information.