What I see in the 1 second bars is not reflected in the data. What is going on?

[NinjaTrader_ChrisL]

Hi carnitron, There is no way of knowing how many ticks will fit into one second, so you need to monitor the timestamp for N+1 to know where the ticks will fit into second N.

[carnitron]

Ok, thanks for clarifying. Bruce -- thank you for the suggestion on using latency statistics to getting an idea of when to jump. I'll keep that in my back pocket if I run into a case where waiting until N+1 is clearly too long. Latency tracking isn't too far away on my dev schedule here, so it's nice to have another application for it in mind ahead of time.