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Question about Milliseconds resolution from IQFeed

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    Question about Milliseconds resolution from IQFeed

    Hello Support
    I have one question : As IQFeed now sends the millisecond - timestamp , how do I programmatically have access to the timestamp of the exchange ? Is there an example of any interface ,where to see this ? Or is there only access to the computertime (with this date,time,now)?
    kind regs
    Jojo

    #2
    Hello Jojo,

    I believe you should be able to get this inside of OnMarketData(). You may use the MarketDataEventArgs to and the Time aspect of this should get you what you would like.



    Note that by default the DateTime objects are only going to get up to the second so you if wanted to get a millisecond granularity you would have to modify the DateTime display structure.

    Represents an instant in time, typically expressed as a date and time of day.
    JCNinjaTrader Customer Service

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      #3
      Unfortunately it seeemes that OnMarketData does not support/deliver milliseconds from IQ .If I use e.Time.ToString("HH:mm:ss.fff") it gives only 16:30:28.000 ............
      Does NT support millisecond timestamp from IQ or not ??
      That's what the original question was about.
      regs

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        #4
        The NinjaTrader time methods (Time[0], e.Time) will only work down to the second. However you can substitute DateTime.Now to capture the current computer time which can be used down to the interval you wish.
        MatthewNinjaTrader Product Management

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          #5
          Ok I feared that - so wait till NT 8.
          Thanks

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