From 0bdd6e40a4e21e51e793f9acec93b974dade6ea3 Mon Sep 17 00:00:00 2001 From: Avraham Sakal Date: Fri, 3 Jan 2025 14:02:58 -0500 Subject: [PATCH] try sending `ts` in milliseconds --- ingest-option-quotes.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ingest-option-quotes.ts b/ingest-option-quotes.ts index 0521e1c..f33d826 100644 --- a/ingest-option-quotes.ts +++ b/ingest-option-quotes.ts @@ -69,7 +69,7 @@ for (const date of dateRange("2024-05-02", "2024-05-03")) { symbol: contract.underlying_ticker, expiration_date: contract.expiration_date, strike: contract.strike_price, - ts: Math.floor(sip_timestamp / 1000000), + ts: Math.floor(sip_timestamp / 1000), bid: bid_price, ask: ask_price, })