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FT timestamps are 8 minutes delayed compared to BT

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    FT timestamps are 8 minutes delayed compared to BT

    Hello,

    I am working on a strategy and am on the final steps before trying it live. I'm checking through to make sure that it behaves as intended.

    While testing, I noticed that the backtest trades are identical to the forward test (except for slippage) but the timestamps are off by about 8 minutes. The BT trades occur before the FT.

    Because the trades are identical, should I be worried about the difference?

    Also, on the FT, the trades are placed with the audio of "order pending" and "order cancelled" however the trades are still placed.

    Thanks for the help!

    #2
    Hello CaptainFill,

    The real-timestamps are going to be based on your Local PC Clock, so you may want to make sure that it is synced up to a time server. Syncing the PC's clock should help to reduce the changes you would see:

    Please use the steps below to sync the PC clock, note to set the server to time.nist.gov.

    You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop.

    Once you have done that, click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.

    If you still see if off by that much could you clarify what Data Series type you are using?

    As for the orders, what do you expect to happen? Are you looking for the orders to filled or do you want the orders to remain?

    Happy to be of further assistance.
    JCNinjaTrader Customer Service

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      #3
      Thank you JC. I updated my computers timeclock to the one listed and re-ran the strategy.

      Through the BT and FT I am still noticing the 8 minute discrepancy in timestamps.

      I am testing it on the ES 12-13 contract, my datafeed and historical data comes from Kinetick.


      As for the order audio notifications, I would have assumed that it would say "order executed" or something, "order cancelled" sounds like something is wrong

      Thanks!

      Comment


        #4
        I found out that the FT is the correct timestamp. Not sure why the BT is off by that much, however!

        Comment


          #5
          Hello CaptainFill,

          What Data Series are you setting your Strategy to use? For example 1 Minute, 4 Renko, 150 Tick?
          JCNinjaTrader Customer Service

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