BarTime and FirstTick of Bar

[cls71]

Hello,
is this guess correct ?

Thanks very much

[roonius]

Hello,
is this guess correct ?

Thanks very much

No it's not.
If tick's time <= Bar's timestamp, tick belongs to that bar.

[cls71]

Sorry, but I confirmed it with Time&Sales. Anyone can also check it.

[roonius]

Do you have a screen shot of T&S before that first "tick"?
I think it's just rounding.

[cls71]

Just before the first tick.
I set up the player at 14:29:59




And just one instant later (play & pause). The first tick at 14:30:00 goes to the next bar (15:00 bar).



There aren´t indicators. It is the standard plotting.

Regards

[cls71]

Any reply from NT staff, please ?

I only want confirm that the behaviour showed in the images is correct.
I am confused because no tick has the same time that its bar.

Thanks very much.

[NinjaTrader_Ben]

Hello,


The chart times (at the bottom) are bar close times. Put the BarTimer indicator on your chart and that might help.

For example on a 1 minute chart the 4:55 bar will have prices that showed up after 4:54 and to 4:55.

[cls71]

Hello,


The chart times (at the bottom) are bar close times. Put the BarTimer indicator on your chart and that might help.

For example on a 1 minute chart the 4:55 bar will have prices that showed up after 4:54 and to 4:55.

Hello Ben,

sorry, but I think not.
On a 1min chart:
The 4:55 bar will have prices from 4:54:00 to 4:54:59.
The 4:56 bar will have prices from 4:55:00 to 4:55:59.
The 4:57 bar will have prices from 4:56:00 to 4:56:59 and successivily.

Regards

[roonius]

Hello Ben,

sorry, but I think not.
On a 1min chart:
The 4:55 bar will have prices from 4:54:00 to 4:54:59.
The 4:56 bar will have prices from 4:55:00 to 4:55:59.
The 4:57 bar will have prices from 4:56:00 to 4:56:59 and successivily.

Regards

According to the bartypes code you are wrong.
I think actual time could be for example 4:56:00.01 and it will be rounded to 4:56:00, so you will have that impression.

[cls71]

Sorry, but I am not wrong.
In the post #3 http://www.ninjatrader-support2.com/...33&postcount=3
is showed a clear example with the chart and T&S.
The first tick at 14:30:00 goes to 15:00 bar. This is what I see.

I don't know if NT rounds the ticktime. I don't care. I see the ticktime in T&S doesn't correspond with the bartime.

(The function TimeToBarTime into BarsTypes rounds the ticktime. It's closed so I don't know how its code works. I have seen like a tick with 14:30:00 time is rounded to 31 minutes ... ... however the tick is showed in T&S at 14:30:00).

Regards

[NinjaTrader_Bertrand]

cls71, the 14:30:00 tick would go into the 14:30 bar, not into the 15:00 one - which broker / dataprovider do you use for this?

[cls71]

cls71, the 14:30:00 tick would go into the 14:30 bar, not into the 15:00 one - which broker / dataprovider do you use for this?

It was a market replay session. The session was saved from Zen-fire (amp futures).

S2

[NinjaTrader_Bertrand]

Can you send me the data file so I can try to reproduce this? You can send it via YouSendIt to support at ninjatrader dot com Attn Bertrand, thanks.