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Thanks Cory, I was going to mention that also, as it was on my checklist of things to look at. In reality though, second based timestamps are fine as long as you maintain the order of the ticks (including bid/ask). It is going to affect your replay slightly because you dont know how to play them back perfectly, but it will be close enough. The other major feature that this could affect is doing bid/ask studies correctly if you dont store your data correctly. They claim to have cumulative delta studies, but I have not looked at it further than looking thru the doc so far.
I know about 10 traders trying to use SC for BID/ASK differential work and all on occasion get improper CD plots (with DTN data....so data was not the problem). Keep testing over a 30 day period and then compare results.
OEC will never work.....another broker supplied data feed that does not use "ticker plants" to handle their data runs. DTN feed it the feed to use for any and all BID/ASK differential work to ALWAYS have proper CD readings (for ladder, CD candlesticks, etc). The quest to use broker supplied data feeds for proper BID/ASK differential work is a dead end road (with a cliff at the end....LOL!!!).
Anyway, i'm not a programmer, and as i see almost platforms have the seconds as timestamp resolution, and maybe with a work like the GomRecorder it's possible also with SC to get the subseconds.
