Time stamps, tick filtering & throttling ???

[dymund13]

I understand that data vendors will not be 100% identical so does anyone know of a resource for how these are handled (time stamps, tick filtering & throttling)? Could be for any data vendor - I'm just looking for an example to aid my understanding.

thank you in advance,

dymund13

[NinjaTrader_Ray]

From my understanding, I don't know any resource that would provide this information.

[dymund13]

OK, probably more proprietary info right?

So for instance on IBM, when using a tick based chart in NT with data from eSignal, NT is time stamping the ticks but IBM is also time stamping the ticks? Is that right? Who stamp takes precedence?

[NinjaTrader_Ray]

I am not sure who is time stamping the ticks. I do know that we received ticks from eSignal with a time stamp on it.

[dymund13]

I will continue to look into this to see if I can figure out how the data is handled/chart is built.

Thank you for your quick responses.

dymund13

[jmacqua536]

Ray -can N.T. use start of bar time stamp in tick charts as well as end of bar or is that not an option? Tradestation charts use start of bar and I need that to trade with my indicators correctly. Thanks.

[NinjaTrader_Dierk]

TS goes by end-of-bar timestamps as does NT. Unfortunately there is no option to change this in NT.