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Unique Id for a Tick Bar

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    Unique Id for a Tick Bar

    I'm trying to do research on Tick bars and am wondering if there is a way to Id each bar.

    The first question I have is, what is the smallest time stamp resolution? Is it 1 min or 1 second or does it resolve down to the millisecond?

    I'm also learning there might be a data vender time stamp coming in with the data or it may be time stamped using the PC clock if not provided by the data vendor.

    I use IQ Data and CQG. Does anyone know if their data is time stamped?

    In either case Ninja Trader probably only processes to a minimum time resolution.

    Does anyone know what that might be?

    Thanks,

    taddypole...

    #2
    Taddypole, the timestamp for CQG and IQ is native, so not done by the PC timestamp.

    The lowest resolution would be the .ticks property as DateTime.Now (the pc clock) would offer you, however on historical data the lowest accessible resolution is down to 1 second.

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