Where can I get millisecond or second data?

Websocket
1

Where can I get millisecond or second data of currency in Future market? thanks!

2

as long as I understand your question. You want milliseconds or seconds candle stream.
There is non. You should construct your candles from the websocket via the aggTrade data stream.
P.S. Unless the trading volume of your pair is not more than 1bln/24h, do not bother, you will receive nothing.

3

thanks