2015-05-28 20:02 UTC+02:00, Michael Ferrara <mferra...@gmail.com>:
> I see how noting transaction times down to the fraction of a second could
> be useful for quantitative analysis of a stock market.
Among the multiple date format used (from memory: struct tm, Timespec, time64,
GDate, GDateTime, {int day, month, year}), avoiding those that cannot handle
seconds was doable. Avoiding those that cannot handle nanoseconds would me much
more difficult.
> I am happy nevertheless to see lower level development on this matter of
> the timestamp. Thanks, Daniel.
You're welcome.
Daniel
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