Time Resolution in Quotes (Rithmic)

[cls71]

Hello,

when I connect to Rithmic by a custom app via R|API the time resolution is microseconds. However when I receive quotes from Rithmic by NinjaTrader8 the resolution is milliseconds.

I think that if the maximum resolution that Ninjatrader8 supports is 100-nanoseconds I should receive the microseconds from Rithmic, but not so.

Thanks

[NinjaTrader_Matthew]

Reviewing source code indicates we are hardcoded to account for microseconds should it be provided. I've tested a Rithmic account on my end and I get microseconds on both historical and real-time data.

Can you please clarify how you were able to conclude you were only receiving quotes in milliseconds? Do you see the same for both real-time and historical data?

What type of Rithmic account are you using? What "system" setting are you using from your Rithmic connection properties?

[cls71]

The system is Rithmic 01 (Chicago). The account is with NinjaTrader Brokerage. The test in real time.

The code to test is this:





In the output window the DateTime.Ticks column reports only milliseconds. The last four digits are always zero.



Thanks

[NinjaTrader_Matthew]

Thanks for the clarification, I am looking into this further.

[NinjaTrader_Matthew]

I was able to get clarification from development on this item.

While the NinjaTrader 8 database has the capability of saving data down to the DateTime.Tick, currently all of our adapter technologies provide a time resolution down to milliseconds. While Rithmic technically supplies a higher resolution, a limitation of our adapter will only provide milliseconds. Enhancing this adapter is on our suggestion and feedback list and tracked under SFT-550.