How is Time[].... calculated?

davewolfs · 09-04-2009, 11:57 AM

Hoping that someone could explain how values based on Time[] are stamped, is the time per bar based on the local time of the machine?

NinjaTrader_Josh · 09-04-2009, 12:00 PM

Time[] is the timestamp of the bar. These are the ending timestamps of the bar, not the beginning.

Some data providers timestamp their data and others don't so it depends who you are connected to for if it is local or native.

davewolfs · 09-04-2009, 12:06 PM

Quote:

Originally Posted by NinjaTrader_Josh

Time[] is the timestamp of the bar. These are the ending timestamps of the bar, not the beginning.

Some data providers timestamp their data and others don't so it depends who you are connected to for if it is local or native.

So if you are using Zen-Fire and are using Volume Bars, if there is enough volume to cover multiple bars in the span of 1 second would it be possible for two bars to have the same timestamp since NT maintains timestamps with up to 1 second of precision.

NinjaTrader_Josh · 09-04-2009, 12:12 PM

Yes, there can be bars with the same timestamp.

davewolfs · 09-04-2009, 12:14 PM

Quote:

Originally Posted by NinjaTrader_Josh

Yes, there can be bars with the same timestamp.

Any plans to be adding millisecond precision or historical tick data to NT 7?

NinjaTrader_Josh · 09-04-2009, 01:20 PM

It is on our list of future considerations.

cunparis · 05-20-2010, 03:04 AM

Would love to have millisecond precision.

09-04-2009, 11:57 AM	#1
davewolfs Member Join Date: Jul 2008 Posts: 80 Thanks: 0 Thanked 0 times in 0 posts	How is Time[].... calculated? Hoping that someone could explain how values based on Time[] are stamped, is the time per bar based on the local time of the machine?
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09-04-2009, 12:00 PM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Time[] is the timestamp of the bar. These are the ending timestamps of the bar, not the beginning. Some data providers timestamp their data and others don't so it depends who you are connected to for if it is local or native. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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09-04-2009, 12:12 PM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Yes, there can be bars with the same timestamp. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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09-04-2009, 01:20 PM	#6
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	It is on our list of future considerations. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

05-20-2010, 03:04 AM	#7
cunparis Senior Member Join Date: Feb 2008 Location: Paris Posts: 713 Thanks: 10 Thanked 10 times in 7 posts	Would love to have millisecond precision.
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