Do you know, or can you recommend a contact that would know, what the official source of time is for marketDataUpdate.Time is? This marketDataUpdate field is also used by the "TimeLastTick" market analyzer column.
For example if Kinetick is my provider and I am receiving real-time from NASDAQ exchange, does Kinetick use the official Exchange Time of the last tick to fill in marketDataUpdate.Time ? Or is the field defined later down the message path chain (kinetick servers, etc.)?
I ask, as we should all expect some delay between marketDataUpdate.Time and our local computer time, but I am trying to determine how much I should tend to factor in while excluding latency due to internet, server hop delays, and the impact of geographical distance between the coasts.
Thank you for any insights, information, or referral.
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