How do I get the timestamp?
There's a timestamp on the message from kafka and a timestamp inside the message from the exchange itself. In kafka, each ConsumerRecord object has a timestamp property on the message when the message is written to the kafka topic. In each message, the trackingID column is a compound key containing:
- bytes 0-1 = Nasdaq internal tracking number
- bytes 2-7 = Timestamp in nanoseconds from midnight
See the TrackingID class in the com.nasdaq.ncdsclient.internal.utils package within the SDK for parsing the timestamp inside each message.