CloudQuant minimum increment of time
What's the unit of the time variable? if the code said md.open_time + 4500, then what 4500 means here in millisecond? or seconds or some other kinds of unit?
if I use (md.L1.time - md.open_time)/servic.time(minute=1) will there be any reasonable answers here?
Comments
Tina,
Time is measured in Microseconds or more precisely MUTS.
service.time()
is specific time of the day whileservice.time_interval()
is an offset to a specific time, e.g.,md.market_open_time + service.time_interval(0,2)
... 2 minutes after the open