Tick action within 1 microsecond

[pedromoy]

Hi there,
This may seem a bit obvious but I just want to make sure. There is some volume change in what appears to take place over smaller time window than one microsecond in the historical data view attached. Can this please be confirmed? And if so, though there are different things that can be done here, would it make sense to aggregate these volumes under a single timestamp as to retrieve a unique index for each record? Thank you.
Pedro

[NinjaTrader_Jason]

Hello Pedro,

It would not make sense to aggregate these volumes as they are separate ticks. The Historical Data window shows historical tick data, not historical volume data. 5 ticks occurred at the 2:12:18:300 AM time stamp.

We do support historical tick data in a sub second granularity in NinjaTrader (to the tenth millionth of a second). However I am not aware of any data feed/broker that supports this. You could manually import historical tick data with such granularity using .txt files. Please see the link below under 'Understanding import file and data formats'.

http://ninjatrader.com/support/helpGuides/nt8/en-us/importing.htm

[Dan-D-Trader]

Jason, I would like to confirm what I am reading from pedromoy attachement.
On the 6/28/2017, we can see 5 ticks at 2:12:18.300 AM with volume of 1, 2, 1, 1 and 2 at a common price of 108'032.
In summary;
So for the time period of 300 and the price of 108'032 it has been a total volume of 5.
If we had our chart setup at 5 Ticks we would have seen this summary.
Am I understanding properly ?

BTW what are the volume unit ?

Thank you.
Dan

[NinjaTrader_Jason]

Hello Dan,

Volume is the amount of contracts traded.

Yes, you would see these ticks in a 5 Tick chart.