Timestamp granularity

[ScoobyStoo]

Quick question about the timestamping of market data events. I'm using a Zenfire feed and the guys at Rithmic tell me that they timestamp the events at their end to an accuracy of 1 millisecond. This granularity cannot be seen though the NT API though where event timestamps seem to be rounded to the nearest second? Is this the case and, if so, why?

[NinjaTrader_JoshP]

Unfortunately NT does not support millisecond granularity in the timestamping.

[ScoobyStoo]

Can you confirm whether this will change with NT7?

[NinjaTrader_JoshP]

No changes at this point in time.

[davewolfs]

No changes at this point in time.

Is there a reason why this data is being stripped when it is available in the feed?

[NinjaTrader_JoshP]

Unfortunately it is what it is at this point in time. Thank you for your suggestions. We have added it to our list of future considerations.

[HFQuant]

Unfortunately NT does not support millisecond granularity in the timestamping.

Does Ninja round Zenfire timestamps to the nearest second, or is the issue that the Zenfire feed is only timestamped to the nearest second?

[davewolfs]

Does Ninja round Zenfire timestamps to the nearest second, or is the issue that the Zenfire feed is only timestamped to the nearest second?

Nt rounds the feed as the feed does support millisecond timestamps.