jcash 

e.Time.ToString("HH:mm:ss:ffff") in OnMarketData is giving me NT's rounded timestamp: Last Price: 641.3 Last Time: 12:56:04:0000

if you want more than seconds, ex milliseconds, you can't use NT Timestamp, you should make your own time for each incoming tick,

myticktime = DateTime.Now.Ticks;

then you need to convert it to the unit you will use.

Hope that help

jcash 

e.Time.ToString("HH:mm:ss:ffff") in OnMarketData is giving me NT's rounded timestamp: Last Price: 641.3 Last Time: 12:56:04:0000

jcash,

I use my cpu to time stamp each incoming tick to the microsecond.

I use something like this:

private string format = "HH.mm:ss.ffffff";

Try using a period instead of a colon between "ss" and "ffff"

RJay

Has anyone cracked the Zen-Fire Micro time stamp access problem??



here are some links.



uint32_t zenfire::tick::tick_t::usec

https://www.hugedomains.com/domain_profile.cfm?d=zen-fire.com

https://www.hugedomains.com/domain_profile.cfm?d=zen-fire.com


Thanks,


RJay

RJay 

jcash, I use my cpu to time stamp each incoming tick to the microsecond. I use something like this: private string format = "HH.mm:ss.ffffff"; Try using a period instead of a colon between "ss" and "ffff" RJay

@RJay

Does that prevent NT changing tick bars after a chart refresh?

I use Zenfire. Today I refreshed a chart with Momentum bars and the bars changed significantly.

I was told DTN has their own timestamp with granularity more than a second . Does NT record that or round it off?

Sorry for the But bars changing during a session really bothers me.

Got part of my answer from NT support ....

NinjaTrader_Joydeep 

Hello ThatManFromTexas, The highest granulation time frame which NinjaTrader currently offers is upto second. NinjaTrader will round it off to the second even if your data feed provides say milliseconds granularity. Our next major release however is expected to support higher granularity than seconds.

adding precision to the timestamp will solve so many issues with respect to historical/backtest ... looking forward to NT8!

cheers,
-e