Zen-Fire time data questions?

[insomniac]

Programming against OnMarketData() we consider advanced programming. I believe we even state that in the Help Guide. I can provide you some guidance but you are really on your own since the questions you ask are outside of NinjaScript and deal with basic programming.

Also, why not just make sure your PC clock in in sync?

Sync'ing the PC clock would be too easy

Actually I sync it up right before the opening everyday, but when dealing with a certain indicator I use, I often get a different open price on my 1min chart compared to my 150tick chart, so I decided to look in to solving the issue with grabbing the correct open tick price. My strategy must have the correct open price on both charts.

Here is what I worked out. It may not be the cleanest way to do it, but I wasn't in the mood to study the Microsoft site.

private bool xChange = false; //exChange is about to open
private bool needData = true; //Looking for the true opening price
private double o = 0; //First tick - true opening price

protected override void OnBarUpdate()
{
if (ToTime(Time[0]) >= 72950 && ToTime(Time[0]) <= 73010)
{xChange = true;}
else{xChange = false;}
//More strategy code below here........
}
protected override void OnMarketData(MarketDataEventArgs e)
{
if (xChange)
{
if (e.MarketDataType == MarketDataType.Last)
Print("Time = " + e.Time + " " + e.Price);
if(needData)
{
if (i == 1)
{
o = e.Price;
needData = false;
}
if (ToTime(e.Time) == 73000)
{i = 1;}
}
}
}

insomniac

[honvl]

I am told that Zen-Fire provides tick timestamps to microsecond precision. When I use e.Time in OnMarketData, I only get timestamps to second precision. How can I make NinjaTrader not chop off the microseconds when it converts the original Zen-Fire tick timestamps to my local PC time?

[NinjaTrader_Bertrand]

honvl, unfortunately it's not supported to access the sub second timestamps programmatically.

[honvl]

When I use the C# Stopwatch class to time the difference between two OnMarketData events, it seems that the more indicators I have loaded, the greater the minimum difference becomes. This means that OnMarketData is only processed after other tick-based indicators are calculated. What programming methods can I use to assure that a certain indicator or processing loop is given the highest processing priority on an incoming tick?

[NinjaTrader_Bertrand]

Hi honvl, unfortunately there's no method you can use for this.