From 830859cbbf075a5aecfcc01c6cbcaa39a9e0dca0 Mon Sep 17 00:00:00 2001 From: Avraham Sakal Date: Fri, 3 Jan 2025 13:57:25 -0500 Subject: [PATCH] fix: use seconds for `ts` --- 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 1067e19..0521e1c 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: sip_timestamp, + ts: Math.floor(sip_timestamp / 1000000), bid: bid_price, ask: ask_price, })