number of ticks in a bar/ms timestamp ?

March 1st, 2010, 03:21 PM

jcash

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

March 2nd, 2010, 09:45 AM

jcash

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

March 3rd, 2010, 11:40 AM

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

here are some links.

uint32_t zenfire::tick::tick_t::usec

https://zen-fire.com/docs/zenfire-1.0.11.0/html/0354ed40-8edc-8e8c-9ddb-e8d8cc1c7915.htm

https://zen-fire.com/docs/libzenfire-0.17.0/market__data__detailed_8cpp-example.html

Thanks,

RJay

September 20th, 2012, 01:26 PM

RJay

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.

September 20th, 2012, 01:55 PM

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

NinjaTrader_Joydeep

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.

September 21st, 2012, 07:50 AM

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

cheers,
-e

number of ticks in a bar/ms timestamp ?

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number of ticks in a bar/ms timestamp ?