tick timestamp access

[honvl]

Hello,

I was informed by Zen-Fire that the ticks they sent are timestamped to microsecond precision. Right now I am using the Stopwatch class to time the difference between two ticks - however, this does not seem to be very accurate. How can I access the server-side microsecond timestamp of the ticks themselves? Thank you.

[NinjaTrader_Bertrand]

Hi honvl, unfortunately accessing those is not supported.

[honvl]

OK, thank you. It is too bad that Zen-Fire's time data is just discarded like that.

[honvl]

Hi honvl, unfortunately accessing those is not supported.

What will be the timestamp precision in NinjaTrader 7? Still seconds? Thank you.

[NinjaTrader_Ben]

Hello,

This information has not been released yet.

[murfinp]

Hello,

This information has not been released yet.

The micosecond timestamp is REALLY important to many of us ... PLEASE include it in NT7

[NinjaTrader_Bertrand]

Thanks for your input murfinp, I'll forward your request to development.

[higler]

Hello,

This information has not been released yet.

I, and many others have been requesting that NT utilize ZenFire timestamps for real time data. I was told at one time that the ZF real time data did not have associated timestamps but now I hear otherwise. What is the correct information? At least give us the option of using it if it exists. Don't just make it unavailable. And please make it available in it's full resolution. NT 7 has been delayed long enough that maybe you can take the time to include this often requested feature. Thanks.

[NinjaTrader_Ben]

Hello,

Every tick from every data feed has a timestamp ultimately. That is how they are allocated in the chart. What do you mean by make them available?

[NetTecture]

The correct information is that Zen-Fire does provide millisecond granularity timestamps. I have the API, they are documented and the field is filled out when provided by the exchange.

[higler]

Hello,

Every tick from every data feed has a timestamp ultimately. That is how they are allocated in the chart. What do you mean by make them available?

I mean can the timestamps of the individual ticks be accessed in a strategy or method or indicator? Please see the earlier posts. Bertrand says no.

Also, I would like an understanding of how the bars are built relative to time. A few years ago it was said that the live bars are built on the user's computer clock time and it was essential that the users's clock be synch'ed as well as possible to an atomic clock. For various reasons, many NT users wanted live bars built on the exchanges' execution time (timestamps). The historical bars have to be (I think) but I thought that the real time bars were also changed so they were built on the exchange execution time and not the user's clock. Now I have read recently where Josh said that our computers need to be synched as closely as possible to actual time. I just want a clear explanation of what times are used to build the "live" bars. Is it the trade timestamps or our computer's time or some algorithym that is used to build the live bars. I can live with either way but I would like to understand it. Thanks.

[NinjaTrader_Bertrand]

higler, unfortunately subsecond timestamps cannot be accessed programmatically at this time - changing this has already been voiced and is on our list for future consideration.

How the bars are build depends on which connectivity provider is used, if a native timestamp is provided this will be used, if not the incoming data is stamped according to the local set PC clock.

The link from our helpguide will go into the details -

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

[honvl]

What will be the timestamp precision in NinjaTrader 7? Thank you.

[NinjaTrader_JoshP]

Same as in 6.5.

[cunparis]

Same as in 6.5.

Bummer.

I was hoping for millisecond.