timestamp granularity

[ATI user]

I note the the trace logs show time in milliseconds

I would like to access milliseconds from code via the trade timestamps. This has nothing to do with bid/ask, etc. I just need more accurate time...i.e. sequence is of little importance

Is this possible with a Zenfire feed?

thanks

[NinjaTrader_ChristopherJ]

Hello ATI user,

Thank you for your post.

Unfortunately this option is not available at this time within NinjaTrader however, I will forward this to our development team for future considerations.

[NinjaTrader_JoshP]

Note: If you want PC clock time the moment you receive an event you can use DateTime.Now which I believe has milliseconds. Otherwise accessing timestamps like Time[0] will unfortunately not be available with millisecond granularity.

[ATI user]

thanks Josh

[ATI user]

Josh

Print (DateTime.Now); returns seconds from OnBarUpdate

which specific 'event' did you have in mind that would return milliseconds?

thanks

[NinjaTrader_JoshP]

http://msdn.microsoft.com/en-us/library/system.datetime.now.aspx

Granularity is 10 milliseconds. You need to be actually accessing the millisecond property of it.

[RJay]

ATI User,

Use something like the following,

---------------------------------------------------------------
#region Variables

private DateTime MicroSeconds;

private string format = "hh.mm:ss.fff";

private string formatfff = "fff";
-----------------------------------------------------------------
protected override void OnMarketData(MarketDataEventArgs e)

or

protected override void OnBarUpdate()



MicroSeconds = DateTime.Now;

string MicroTimeStamp = MicroSeconds.ToString(format);

string MicroTimeStampfff = MicroSeconds.ToString(formatfff);

-------------------------------------------------------------

Use Print command to verify timestamp format.


RJay

[ATI user]

thanks RJay

wish I had seen your post 30 mins ago...I fumbled around and got something similar...