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    Native TimeStamp

    I just learned today that there is a way to access the actual timestamp of each trade if provided by the data provider.



    Post #84

    How do I access this information from inside the NinjaTrader code?

    Thanks,

    RJay
    RJay
    NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

    #2
    RJay, this entirely depends on the connected to provider and would it would offer - native vs local timestamping could be reviewed for each provider we support in this grid in our documenation -

    http://www.ninjatrader.com/support/h...rical_data.htm (first section please)

    With Time / Times you would access bar timestamps in NinjaScript.

    Comment


      #3
      Originally posted by NinjaTrader_Bertrand View Post
      RJay, this entirely depends on the connected to provider and would it would offer - native vs local timestamping could be reviewed for each provider we support in this grid in our documenation -

      http://www.ninjatrader.com/support/h...rical_data.htm (first section please)

      With Time / Times you would access bar timestamps in NinjaScript.
      Okay, How do I access this timestamp info. Do you have any coding examples of how to call both the vender timestamp and the local timestamp for a single update. Bid, Ask, or Last.

      Thanks,

      RJay
      RJay
      NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

      Comment


        #4
        The timestamps you get for your bars are native on providers where this would be supported, on others where NT needs to stamp > this is done by your PC clock. So there's no dedicated code needed for access, it will be determined by the provider you connect to in NT.

        Comment


          #5
          I looked at the current time for nist atomic clock. It is close to my PC time, a matter of seconds. I do not understand how a slight difference could cause such large discrepancies on the order of 10-20 minutes. Does time zone matter or the instrument settings?

          Comment


            #6
            Hello Chris001,

            Thank you for your post.

            I am not sure what you are referring to here. Where are you seeing a discrepancy?

            Comment


              #7
              I thought I had posted to a similar thread. I will post it there instead

              Comment

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