Time and tick update

[staycool3_a]

Hello,

What is the smallest update of time that an indicator can be created for when analyzing incoming tick data? for example; i'd like to see how fast orders are coming in on time and sales screen. the below gives a running count of how many ticks that occur in a bar. but is there a way to perhaps get the speed of these orders? a sample code would be very much appreciated. i'm not sure what to do!

            TckCount.Set(Bars.TickCount);

[NinjaTrader_PaulH]

Hello calhawk01,

Thanks for your post.

In NT7 you are limited to 1 second time resolution so unless your datafeed natively timestamps the bars you will likely get many ticks in the 1 second (depending on volatility). You might be better to look at a tick bar and divide the tick bar by the duration of the bar to determine , for example, the ticks per second.

A search of the forum yields this thread that may be of some assistance in your query as it contains an indicator using the code you are interested in: http://ninjatrader.com/support/forum...ad.php?t=47331

[staycool3_a]

Hello calhawk01,

Thanks for your post.

In NT7 you are limited to 1 second time resolution so unless your datafeed natively timestamps the bars you will likely get many ticks in the 1 second (depending on volatility). You might be better to look at a tick bar and divide the tick bar by the duration of the bar to determine , for example, the ticks per second.

A search of the forum yields this thread that may be of some assistance in your query as it contains an indicator using the code you are interested in: http://ninjatrader.com/support/forum...ad.php?t=47331

thanks will take a look at that. for now can you speculate on one thing for me:

the above code that i posted in my OP. Nets about 70 ticks per minute. I'm using TD Ameritrade as my connection. And it's yieling 70 ticks for ETF SPY. SPY is one of the most traded instrument in the world. Why such low tick per month? Thats almost only 1 trade per second. What am i missing? Is this because TD ameritrade only aggregates their data per second or something?

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also if i want to get data that's faster than 1 second. what are my options with NT? i'm thinking rithmic? does rithmic provide time stamps also per tick? if yes, how does NT handle that scenario since NT can't show anything less than a second??

thanks

[NinjaTrader_PatrickH]

Hello calhawk01,

Thank you for your response.

The TickCount would be what is provided per bar. If the data feed aggregates ticks then that would explain low tick counts.

There are several data feeds that support real-time unfiltered data such Kinetick. Brokerage connections may vary and you would need to contact the broker for information on there data feed.