number of ticks in a bar/ms timestamp ? - NinjaTrader Programming | futures io social day trading
futures io futures trading


number of ticks in a bar/ms timestamp ?
Updated: Views / Replies:5,064 / 15
Created: by sam028 Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 1  
 
Thread Tools Search this Thread
 

number of ticks in a bar/ms timestamp ?

  #11 (permalink)
Elite Member
SE-Asia
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Amp
Favorite Futures: ES
 
Posts: 141 since Jun 2009
Thanks: 57 given, 114 received


jcash View Post
e.Time.ToString("HH:mm:ss:ffff") in OnMarketData is giving me NT's rounded timestamp:

Last Price: 641.3 Last Time: 12:56:04:0000

if you want more than seconds, ex milliseconds, you can't use NT Timestamp, you should make your own time for each incoming tick,

myticktime = DateTime.Now.Ticks;

then you need to convert it to the unit you will use.

Hope that help

Reply With Quote
The following user says Thank You to Prtester for this post:
 
  #12 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
Hartford, CT. USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG, Kinetick
Favorite Futures: TF
 
RJay's Avatar
 
Posts: 677 since Jun 2009
Thanks: 726 given, 740 received


jcash View Post
e.Time.ToString("HH:mm:ss:ffff") in OnMarketData is giving me NT's rounded timestamp:

Last Price: 641.3 Last Time: 12:56:04:0000


jcash,

I use my cpu to time stamp each incoming tick to the microsecond.

I use something like this:

private string format = "HH.mm:ss.ffffff";

Try using a period instead of a colon between "ss" and "ffff"

RJay

Reply With Quote
The following 2 users say Thank You to RJay for this post:
 
  #13 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
Hartford, CT. USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP/CQG, Kinetick
Favorite Futures: TF
 
RJay's Avatar
 
Posts: 677 since Jun 2009
Thanks: 726 given, 740 received


Has anyone cracked the Zen-Fire Micro time stamp access problem??



here are some links.



uint32_t zenfire::tick::tick_t::usec

http://zen-fire.com/docs/zenfire-1.0...d8cc1c7915.htm

http://zen-fire.com/docs/libzenfire-...p-example.html


Thanks,


RJay


Last edited by RJay; March 3rd, 2010 at 12:57 PM.
Reply With Quote
 
  #14 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,293 received


RJay View Post
jcash,

I use my cpu to time stamp each incoming tick to the microsecond.

I use something like this:

private string format = "HH.mm:ss.ffffff";

Try using a period instead of a colon between "ss" and "ffff"

RJay

@RJay

Does that prevent NT changing tick bars after a chart refresh?

I use Zenfire. Today I refreshed a chart with Momentum bars and the bars changed significantly.

I was told DTN has their own timestamp with granularity more than a second . Does NT record that or round it off?

Sorry for the But bars changing during a session really bothers me.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
Reply With Quote
 
  #15 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,293 received

Got part of my answer from NT support ....


NinjaTrader_Joydeep View Post
Hello ThatManFromTexas,
The highest granulation time frame which NinjaTrader currently offers is upto second. NinjaTrader will round it off to the second even if your data feed provides say milliseconds granularity. Our next major release however is expected to support higher granularity than seconds.


I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
Reply With Quote
 
  #16 (permalink)
 Vendor: www.coroin.com 
Galveston ,TX
 
Futures Experience: Intermediate
Platform: NT7
Broker/Data: Zaner
Favorite Futures: Futures
 
Posts: 386 since Mar 2010
Thanks: 364 given, 433 received

adding precision to the timestamp will solve so many issues with respect to historical/backtest ... looking forward to NT8!

cheers,
-e

Reply With Quote
The following user says Thank You to eman for this post:

Reply



futures io > > > > > number of ticks in a bar/ms timestamp ?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Book Discussion: Reading Price Charts Bar by Bar by Al Brooks cunparis Traders Hideout 530 October 19th, 2016 08:45 PM
highest bar close occuring within the last X number of bars . . . . jmejedi NinjaTrader Programming 37 October 6th, 2014 01:52 AM
500 ms delay. How to create one arjfca MultiCharts 1 July 6th, 2011 09:47 AM
Sierra Chart and DTN IQfeed bug (Invalid DTN Level 2 timestamp) Big Mike Sierra Chart 19 February 1st, 2011 03:00 PM
How do I access the bar number under the cursor? koganam NinjaTrader Programming 3 September 6th, 2010 10:25 AM


All times are GMT -4. The time now is 08:57 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.10 seconds with 20 queries on phoenix via your IP 54.160.245.121