Time[0] = Exchange first tick time-stamp?

[pjsmith]

Hi,

Sorry, simple query. I did look around in the docs, but could not find the answer. Can I confirm that Time[0] of a bar in OnBarUpdate will always be equal to the exchange timestamp of the first tick of that bar, as if I checked the single tick time from OnMarketData? (single data series).

Thanks.

[NinjaTrader_ChrisL]

Hello pjsmith,

Thanks for the reply.

This depends on the bar type that is being used. Minute bars will only have a timestamp granularity down to the minute period. With tick bars, the Time[0] will include the timestamp of that first tick down to the millisecond.

Please let me know if I can assist further.

[pjsmith]

Thank you. That perfectly answers my question and the tick bit is where I wanted clarification. Thanks.