Milliseconds in tick data from IQFeed

[Павел Тарасов]

Hi.

I would like to know, is there any way to get timestamp with milliseconds from IQFeed?

For example I load data as:

library( QuantTools )

date_from = '2020-08-03 04:31:00'
date_to = '2020-08-03 04:40:00'

settings = list(
  iqfeed_host = '127.0.0.1',
  iqfeed_port = '9100'
)
QuantTools_settings( settings )

get_iqfeed_data(symbol='BD#', from=date_from, to=date_to, period='tick')

And I get data:

#	time
1	2020-08-03 04:31:02
2	2020-08-03 04:31:02
3	2020-08-03 04:31:02
4	2020-08-03 04:31:03
5	2020-08-03 04:31:03

There are rows with the same time. Usually we can distinguish them by milliseconds, so I would like to get milliseconds. Is there a way to do it?

[Павел Тарасов]

I'm sorry, my fault, I didn't google enough. It isn't QuantTools problem, data already with milliseconds, I just need to set

options(digits.secs=3)

and I get data as I wanted it:

#	time
1	2020-08-03 04:31:02.427
2	2020-08-03 04:31:02.793
3	2020-08-03 04:31:02.954
4	2020-08-03 04:31:03.553
5	2020-08-03 04:31:03.739

‌