Pull out time code from timeseries

[marluv]

Say I have a 10 minute chart but I want to pull out the time code of each tick by tick?
Year Month Day Hour Min Second?


I have been using this: Time[0].Year + "\t" + Time[0].Month + "\t" + Time[0].Day

But it stalls on the period intervals.. I don't want to make a tick chart just to get tick updates? there must be a way to pull the timecode out a larger time frame?
HELP

[NinjaTrader_PaulH]

Hello marluv,

Thanks for your post.

Time[0] is the close time of the bar. If you are using 10-minute bars then the close time will be on 10-minute intervals.

To get the tick by tick timestamp you would need to add a 1 tick series to your strategy and print that series with Times[1][0].

For example:

else if (State == State.Configure)
            {
                AddDataSeries(Data.BarsPeriodType.Tick, 1);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBars[1] < 1) return;

            if (BarsInProgress != 1) return;

            Print (Times[1][0]);  // prints will be for example: 6/24/2020 9:03:57 AM
        }

[marluv]

The code started to back fill back to the 18th of the month and froze my computer... LOL how can I have it only backfill today and read realtime?

[NinjaTrader_PaulH]

Hello marluv,

The AddDataSeries() will add tick data for as many days as you have specified in the chart.

You can prevent print historical data by adding this check:

protected override void OnBarUpdate()
        {
            if (CurrentBars[1] < 1) return;

            if (BarsInProgress != 1) return;

[B]if (State != State.Realtime) return;[/B]

            Print (Times[1][0]);  // prints will be for example: 6/24/2020 9:03:57 AM
        }

[marluv]

Great everything works,


THANKS

[marluv]

I noticed on the back fill reload.. these event's don't get called? how do I determine these on the back fill? for that Tick Time series?


if (e.MarketDataType == MarketDataType.Ask)
{
Print("Ask = " + e.Price + " " + e.Volume);
}
else if (e.MarketDataType == MarketDataType.Bid)
{
Print("Bid = " + e.Price + " " + e.Volume);
}

// Print some data to the Output window
else if (e.MarketDataType == MarketDataType.Last)
{


}

[NinjaTrader_PaulH]

Hello marluv,

Thanks for your reply.

Please note that you are asking a question unrelated to the thread topic. For further unrelated questions to the topic, please create a new thread. This will help us all by having organized forums. Thanks for your understanding.

To answer your question, from the help guide notes on OnMarketData():

"2.By default, this method is not called on historical data (backtest), however it can be called historically by using TickReplay

3.If used with TickReplay, please keep in mind Tick Replay ONLY replays the Last market data event, and only stores the best inside bid/ask price at the time of the last trade event. You can think of this as the equivalent of the bid/ask price at the time a trade was reported. As such, historical bid/ask market data events (i..e, bid/ask volume) DO NOT work with Tick Replay. To obtain those values, you need to use a historical bid/ask series separately from TickReplay through OnBarUpdate(). More information can be found under Developing for Tick Replay."

References:

https://ninjatrader.com/support/helpGuides/nt8/?onmarketdata.htm

https://ninjatrader.com/support/helpGuides/nt8/?using_historical_bid_ask_serie.htm

[marluv]

Okay so this requires way more owrk to get done hmmm.

Let's get back to events for realtime

if (e.MarketDataType == MarketDataType.Ask)
{
Print("Ask = " + e.Price + " " + e.Volume);
}
else if (e.MarketDataType == MarketDataType.Bid)
{
Print("Bid = " + e.Price + " " + e.Volume);
}

// Print some data to the Output window
else if (e.MarketDataType == MarketDataType.Last)
{


}

... Are these events called only in realtime? and because I added a TICK time series.. it will be called in realtime per tick update?

[marluv]

The reasons I had to find the timecode was I was having lag in my data... so I was using gettime from the system and I started to notice my bars were all misalign with the correct time and price. I just want to pullout whatever ninja has with the correct time code and prices....

[NinjaTrader_PaulH]

Hello marluv,

Thanks for your reply.

Please review the notes (#7) for OnMarketData() as it mentions that OnMarketData() is called after OnBarUpdate().