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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Timestamps may have 6 numbers for milliseconds instead of 3 (as ISO specs) #87

Open lvca opened 4 years ago

lvca commented 4 years ago

Sometimes I find timestamps in different format, sometimes with 3 numbers for the milliseconds, and other times 6. Look at this order:

{
    "symbol": "AERI",
    "submitted_at": "2019-11-06T22:24:44.596018Z",
    "canceled_at": "2019-11-06T22:26:49.661Z",
    "filled_avg_price": null,
    "created_at": "2019-11-06T22:24:44.613307Z",
    "replaced_at": null,
    "expired_at": null,
    "asset_id": "c9910301-f604-49ae-8363-7ac64fea99b3",
    "type": "limit",
    "updated_at": "2019-11-06T22:26:49.699988Z",
    "stop_price": null,
    "order_type": "limit",
    "side": "buy",
    "filled_qty": "0",
    "replaces": null,
    "asset_class": "us_equity",
    "replaced_by": null,
    "limit_price": "20.01",
    "time_in_force": "day",
    "extended_hours": true,
    "qty": "96",
    "filled_at": null,
    "failed_at": null,
    "status": "canceled"
}
lvca commented 4 years ago

Any news on this? I'm fine on supporting 6 decimals for the timestamp, I just want to be sure we're going to have a hybrid format.