Time since last Tick

[symphys]

My strategy is based on tick data and so I need CalculateOnBarClose = false. When there is a new bar in 5 Minute chart the help states that I will only be able to identify it via FirstTickOfBar.

What is the best way to get the time which has passed since the last bars closing which would not necessarly be the last tick and this new first tick? I can life with either way, last tick or bar close.


There doesn't seem to be a Millisecond component in Time[0].Millisecond as this is always 0?

[NinjaTrader_Austin]

symphys, perhaps you could utilize the PercentComplete property which measures how much time has elapsed for the current bar.

If that isn't what you're looking for, there is a reference sample on manipulating DateTime objects, which is definitely applicable for what you're trying to do.

You could compare Time[1] (time the previous bar closed) with Time[0] (the time of the most recent tick, if CalculateOnBarClose = false).

EDIT: NinjaTrader does not utilize milliseconds with Time[n].

[symphys]

Time[0] does not have the most recent tick time but the time when the bar will close. It would be nice to have the tick time and a solution to my problem...

[NinjaTrader_Austin]

My apologies. Please try this snippet to get the time of the most recent tick:

protected override void OnMarketData(MarketDataEventArgs e)
{
    DateTime lastTick = e.Time;
    Print(lastTick);
}