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number of ticks in a bar/ms timestamp ?
Updated September 21, 2012
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number of ticks in a bar/ms timestamp ?
March 1st, 2010, 03:21 PM
SE-Asia
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: ES
Posts: 151 since Jun 2009
Thanks Given: 66
Thanks Received: 124
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
Can you help answer these questions from other members on NexusFi?
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March 2nd, 2010, 09:45 AM
Hartford, CT. USA
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 683 since Jun 2009
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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
March 3rd, 2010, 11:40 AM
Hartford, CT. USA
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
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September 20th, 2012, 01:26 PM
Houston,Tx
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
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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.
I'm just a simple man trading a simple plan.
My daddy always said, "Every day above ground is a good day!"
September 20th, 2012, 01:55 PM
Houston,Tx
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
Thanks Given: 1,206
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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.
I'm just a simple man trading a simple plan.
My daddy always said, "Every day above ground is a good day!"
September 21st, 2012, 07:50 AM
Galveston ,TX
Experience: Intermediate
Platform: NT7
Broker: Zaner
Trading: Futures
Posts: 386 since Mar 2010
Thanks Given: 364
Thanks Received: 435
adding precision to the timestamp will solve so many issues with respect to historical/backtest ... looking forward to NT8!
cheers,
-e
Last Updated on September 21, 2012