Home Blog Receive Millisecond-Level Timestamps With Customizable Client Profiles

Receive Millisecond-Level Timestamps With Customizable Client Profiles

May 02, 2023 By Stephane Dubois Categories - Product Updates

REST APIs have come a long way in the last 15 years. It used to be that given their inherent latency, use cases were limited to simple display on websites and other applications. As a result, the first generation of APIs only displayed timestamps down to a second-level precision. But times have changed. Volumes, latency, and response times have dropped dramatically and today Xignite routinely serves more than 1 million API requests per second–mostly to serve real-time data to trading and brokerage applications–that seem to have an insatiable appetite for fast data.

In that context, some clients have been requesting that our quote timestamps display a higher level of precision. Addressing this need can be a bit tricky since we do not like to change the signature of our APIs and potentially break the code of clients expecting timestamps formatted to the second.

Our typical approach to deal with this is to introduce new client profiles that let our clients choose how they want the data to be formatted. Our support team can easily configure each client profile according to our client needs and automatically change how the output of affected APIs is formatted. 

This new feature is available to any client who desires a higher level of precision for their quotes. The level of precision supported depends on the source feed. Some are milliseconds, some are more granular. Just contact or your account manager to request the change. Note that all new customers are automatically set up to receive millisecond  timestamps.The services affected by this enhancement are XigniteGlobalQuotes, XigniteGlobalRealTime, XigniteNASDAQLastSale, and XigniteBATSRealTime.

Please contact us for a free trial.


Stephane Dubois

Stephane Dubois

Founder and Chief Executive Officer

Named twice to the Institutional Investor's Tech 50 list of financial visionaries and innovators, Stephane Dubois is a recognized financial data industry executive who founded Xignite to Make Market Data Easy. Stephane is a well-known fintech thought leader and is frequently quoted and has spoken at numerous fintech events around the world. 

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