Closed chutzimir closed 1 year ago
Our generation platform has started to systematically handle timestamp formatting (see Coinbase dissectors). I was thinking about adding the Itch timestamps but time is a limited resource. Let me think about it.
Source generation can handle this, and I think we will add this in the future. I am closing this ticket since our priority list wont allow for this till summer or so.
The timestamps in the ITCH and OUCH protocols are not human readable and showing them in a human readable manner would be very helpful, even though it may not be trivial or feasible. In case you can consider it, the way they work is:
The OUCH timestamp field gives the number of nanoseconds past midnight of the calendar date. The calendar date could reasonably safely be assumed to match the timestamp of the captured packet, with a few caveats:
The ITCH timestamp for Nasdaq ITCH 5.0 seems to follow the same logic as the OUCH timestamp.
The ITCH timestamp for JNX, and ITCH 4.x for Nasdaq is trickier as it is published over two messages:
It would be extra useful to have a generated offset field that shows the delay between the capture timestamp and the timestamp published in the message.