Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

MarketDataEventArgs - TimeStamp

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    MarketDataEventArgs - TimeStamp

    Hello, I have a few questions regarding this object and the method OnMarketData.

    1. When it comes through the stream through a Zenfire connection is the timestamp that is put on this object coming directly from the ZF feed?
    2. What is the precision and accuracy of the timestamp? I.e. Can I detect trades occuring up to 1/10th, 1/100th, 1/1000th second accuracy etc...
    3. Can latency issues on my own PC have any impact on how the timestamp for this object is calculated?

    Thank you in advance for any info.

    #2
    davewolfs, ZenFire data is natively timestamped (less sensitive to latency issues) and timestamps can be accessed down to the second level.

    Comment


      #3
      Does NT internally strip down part of the timestamp making the precision level to the second?

      Comment


        #4
        davewolfs, unfortunately we do not support sub-second timestamps - in realtime you could try working with DateTime objects and DateTime.Ticks - http://msdn.microsoft.com/en-us/libr...ime.ticks.aspx

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by Hwop38, 05-04-2026, 07:02 PM
        0 responses
        161 views
        0 likes
        Last Post Hwop38
        by Hwop38
         
        Started by CaptainJack, 04-24-2026, 11:07 PM
        0 responses
        309 views
        0 likes
        Last Post CaptainJack  
        Started by Mindset, 04-21-2026, 06:46 AM
        0 responses
        245 views
        0 likes
        Last Post Mindset
        by Mindset
         
        Started by M4ndoo, 04-20-2026, 05:21 PM
        0 responses
        349 views
        0 likes
        Last Post M4ndoo
        by M4ndoo
         
        Started by M4ndoo, 04-19-2026, 05:54 PM
        0 responses
        179 views
        0 likes
        Last Post M4ndoo
        by M4ndoo
         
        Working...
        X