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1/ I'm looking for an indicator which will able to show how many ticks we had in a min/vol/range bar.
I think I can write it, but if it's already done somewhere, I'll take it .
2/ I'm trying to store, with ZenFire datafeed and NT, tick data with a milli-second timestamp. AFAIK, I can write an indicator which is writing a line after each tick, but the timestamp will be the computer time, not the transaction time right ?
I think the best way to do this is do directly use ZF API, but I'll be happy if someone can confirm this.
Thx.
Can you help answer these questions from other members on NexusFi?
sam, I'm just starting to explore time in NS/C# so may be totally off topic here... but I changed my computer time ... both the hour and minute... I'm displaying Time[0] in an output window and it is continuing to show a bar time that is consistent with the chart (which is different from my current computer time)... I notice that it disconnects and reconnects to zenfire after I change the time which I suspect is a sync up situation... as far as milli seconds... no idea... it only displays seconds in the output window. I did notice that NT Josh says Time[0] returns the DateTime timestamp of the bar, let alone a "tick".
Are you trying to replicate the market replay data? or is that compressed in some way? Have you tried to determine its data structure?
Right, I've read this before, Ninja is 1sec min granularity. The solution may be to use the ZenFire API, but I didn't already played with it, that was I'm looking for.
Another way, I'm testing it now, is getting the current time, with ms precision, after each tick, but it's not really what the best way to do it.
I'm trying to play with the duration between two ticks, to see if this information can be useful or not.
Thx, I didn't see this, but I'm using something similar:
Like I wrote it before, this is not the best solution, I'll like to have what the datafeed provider really sent to Ninja (the tape with ms timestamp), but it's enough for a first approach. And it's interesting to see how many ticks/second can be managed by NT (my first tests show that 30 ticks/seconds is fine).