Tick data with Milliseconds

[volodja]

Is it possible to download tick data from NijaTrader with milliseconds timestamps?

[NinjaTrader_ChelseaB]

Hello volodja,

It is not possible to download tick data with millisecond time stamps.

However, if you would like I can submit a feature request for this in your behalf.

Let me know if you would like me to do this.

[volodja]

Hi Chelsea. Absolutely! Millisecond timestamps are very important. Thanks for your prompt response.

[volodja]

Hi Chelsea, any updates on the subject? Without millisecond precision, it is impossible to know what was the best bid or ask at the time when a trade occurred. It would be very useful if one could download a consolidated Level-I database containing trades together with best bid/ask updates (i.e., trade and BBO messages).

[NinjaTrader_Kyle]

Hello,

Unfortunately, there have been no recent changes here however we will make an effort to update this thread when this change has been adopted.

[volodja]

Sounds good.