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multi-time frame bar alignment precision

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    multi-time frame bar alignment precision

    Hi NinjaTrader,

    I believe I know the answer to this but want to confirm I understand.

    My question is about the minimum time resolution available for historical OnBarUpdates (historical so CalculateOnBarClose=True). For example:

    Suppose I have two instruments that I have added (MSFT with a period of hourly and AAPL with a period given in ticks). So one is hourly and the other is in ticks. I want to determine what time precision of the last tick bar we can assume will occur.

    For the live real-time case, the hourly bar update of MSFT would use the closed bar of AAPL that occurred immediately prior to event driven MSFT hourly bar update. But what would happen with this same situation using historical intraday prices? How fine of a resolution interval will the last AAPL tick bar be (i.e. millisecond, second) ?

    Thank you for any insight.

    Number1

    #2
    I believe you will find this is limited to the minimum resolution in Time. i.e for NinjaTrader 7 to the nearest second.

    J~

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      #3
      Thanks Jerry.

      Number1, Jerry is correct for NT7 the finest granularity is Second, for our next major platform update this will be extended to .Ticks (100 NS).

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