try sending `ts` in milliseconds

4 months ago · 0bdd6e40a4
parent 830859cbbf
commit 0bdd6e40a4
1 changed files with 1 additions and 1 deletions
--- 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,
                  })