e.Time Origin

[ToMer_K]

Hi,
Does the millisecond timestamp in the e.Time in OnMarketData come from the exchange, the broker, your servers or locally?

I am using CQG connection but I was wondering in general.

[NinjaTrader_ChristopherJ]

Hello,


Thank you for your post.

Data will be saved down to the millisecond on the historical data servers and locally if real time data is being saved.

[ToMer_K]

Hi,
I understand but I was asking about the origin. Does the CME/CQG transmit the events with millisecond timestamps or do they use seconds and NT servers or my pc add the milliseconds?

[NinjaTrader_ChristopherJ]

CQG natively timestamps this data real time.