Error on the DateTime of the quotes (OnMarketDepth)

[cls71]

Hello,

I'm programming an indicator (with Windows Forms embedded) to monitor the Level2.
Data are collected from OnMarketDepth method and displayed in the Windows Form without any manipulation.
Sometimes a quote appears disordered.
In the picture shows we are getting quotes at 22:34:38, then comes a quote at 22:34:39, and then continue to receive at 22:34:38.
How can this be?

I also attach an indicator for printing in the Output Window these errors. Let it run some minutes and errors will appear printed.

Thanks

[NinjaTrader_JoshP]

cls71,

Which data provider are you using? Any PC clock syncing going on?

[cls71]

Hello Josh,

my data provider is Zen-Fire.

PC clock is synchronized, although I think that no matter:
TimeStamp is obtained from e.Time property (the object e is an argument of OnMarketDepth). I don't assign the timestamp.
When the OnMarketDept method is executed (automatically), I save the object e with its timestamp.

The error shows that objects e don't arrive in temporary order. (Actually happens very rarely, but it happens).


Edit:
For my strategy, the timestamp does not matter.
But it is essential that the quotes arrive in temporary order.
How can I be sure of that ?

Thanks

[NinjaTrader_JoshP]

cls71,

Unfortunately development has confirmed that this could occur as NT does not control the timestamps at all under Zen-Fire. It just passes the information along however it is received by NT.