Tick timestamp from data provider on NT7

[stormze]

I want to request an important feature for NT7 (may be its already in plan to support it)

Please add the option to ignore completely the local PC time when timestamping every tick, of course this needs a data provider that do timestamps the ticks.

Dont know why you guys took the desision to use the local time, my PC time is totally useless for this (several minutes out of time, different timezone, etc etc) I trust the data provider for timestamps and this is how it needs to be.

Thanks

[ctrlbrk]

I second this, with a twist. I was thinking you should just allow the user to specify an offset time for the instrument, so like for CME since I am central time I would be 1 hour offset.

Use the tick time stamps for all charts and add the offset. This way my local PC time does not matter. It is completely irrelevant in every way. NT looks at the tick time stamp, adds the offset, and displays that in the chart and everywhere else.

Just a thought.

Mike

[NinjaTrader_Jason]

Hello Mike & stormze,

I will forward both suggestions regarding tick time stamps to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you both for your feedback.

[NinjaTrader_Dierk]

Guys, to clarify: on those providers which actually do support proper timestamps NT6.5 does use the provider timestamps and would not apply timestamps generated off local PC clock.

[Baruch]

Can you specify who those providers are.

[NinjaTrader_Jason]

Hello Baruch,

The following providers will provide their native timestamps on real-time data:

- ZenFire
- eSignal
- IQFeed/DTN
- BarChart
- OpenTick
- PFG

[Baruch]

Thanks Jason,
And what about historical data?

[NinjaTrader_Jason]

Historical data will be time stamped by the data feed provider.

[Baruch]

Now I'm more confused then before.
I want a specific example:
My local PC is on EST and my data provider is PFG.
If I open a new chart of ES 1 minute. My local time is 9:30.
I receive 3 days of data and real time.
What will be the time stamps of:
1. 7:30 Bar CST
2. 8:35 Bar CST (in 5 minutes from now)

Baruch

[NinjaTrader_Jason]

Hello Baruch,

Using PFG as data feed, all data is received with time stamps provided by PFG and not your PC clock.

I suggest to contact PFG to verify what time zone is used as per real-time data for the ES 06-09. I suspect the native exchange time zone is used, but I am not sure.

[Baruch]

Jason,
One more clarification.
If the data is time stamped with exchange time, what time frame I need to select to display ES Pit session? (Local PC is on EST).
Is it 9:30-16:15 or 8:30-15:15?

Baruch

[NinjaTrader_Jason]

I am not exactly sure what is referred to by 'Pit session'. Could you please clarify? Please see the contract specifications link below.

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html

Correction - native PFG timestamp is converted to local PC timezone.

[stormze]

I use DTN/IQFeed and Im seeing the bars timestamped with my local PC time atm

But my setup is as follows: IB for real time feeds and DTN for historical, what is doing NT 6.5 in this situation ?

[NinjaTrader_Jason]

Can you please tell me what connection sequence is used. Please see the link below for more information regarding multiple connections.

http://www.ninjatrader-support.com/HelpGuideV6/MultipleConnections1.html

NinjaTrader will retrieve data from the first connection. Only when the first connection does not support an instrument type (future, stock, index and forex), it will retrieve the data from the second connection.

[stormze]

ah yes, first is IB, second is DTN, but I have the setting to dont use IB for historical and at the end of the day I do "reload historical data"