Getting millisecond accurate DateTime of current Tick

[athyssen]

I'm trying to get a DateTime for the current Tick inside OnBarUpdate() with millisecond accuracy that I see in the Historical Data view.

I'm using NT8, MNQ 15 second bars. I've set calculate to OnEachTick and am printing string Time[0] and Time[0].Ticks for each call to OnBarUpdate. I'm seeing the same value for all calls during the same bar.

OnBarUpdate()
2021-12-10 14:55:30:000 | 637747449300000000
2021-12-10 14:55:30:000 | 637747449300000000
2021-12-10 14:55:30:000 | 637747449300000000
2021-12-10 14:55:30:000 | 637747449300000000
2021-12-10 14:55:45:000 | 637747449450000000
2021-12-10 14:55:45:000 | 637747449450000000
2021-12-10 14:55:45:000 | 637747449450000000
2021-12-10 14:55:45:000 | 637747449450000000

[NinjaTrader_BrandonH]

Hello athyssen,

Thanks for your post.

Time-based bars, such as 15-second bars, will have timestamps based on the closing time of that bar.

Tick-based bars, such as 15-tick bars, will have a finer timestamp granularity than time-based bars.

Something you could do is consider checking for marketDataUpdate.Time timestamps within the OnMarketData() method. See the attached reference sample demonstrating this.

See the help guide page below for more information about OnMarketData.
OnMarketData(): https://ninjatrader.com/support/help...marketdata.htm

Let us know if we may assist further.

[athyssen]

Thank you. I am now keep the latest time passed into OnMarketData and using that when I log other events.