Is it possible to get better time resolution than 1 second in Time & Sales, specifically for US stocks ? So for instance, instead of what I see today: 10:12:15 price 12.54 500 shares ARCA I would like to see something like this: 10:12:15.427 price 12.54 500 shares ARCA If you are aware of any trading platform/software etc that can provide higher time resolution than the usual 1 second, please let me know. Help would be very much appreciated.
IQFeed provides milliseconds, and I'm sure many others, if not all, market data providers do the same. The issue with trading platform front-end apps is the space it takes to display milliseconds, 12 characters instead of 8. And frankly, most of users don't take about precision below second.
On the one hand, I understand your desire to understand the situation in as much detail as possible and to conduct an analysis that will allow you to minimize the risks and make a profit under any circumstances. On the other hand, I do not see the need for even more accurate analysis, because you are unlikely to be able to put it into practice, because even the most modern trading terminals do not have the power to open orders in such a short time. You will simply make your dynamics too high and this can lead you to work in too risky conditions and therefore have some troubles or even losses, which is not the best solution for you or for any other trader.
If you have the least amount of concern about any kind of "latency", you're "fishin' in the wrong hole".