external execution import wrong timestamp

[zweistein]

Hello,

this morning I had the following scenario:

NT8b3 connected to IB, placed an order, NT8 problem, so I continued trading using the TWS application.

Then in NT7 half an hour later I connected to IB, I could see the executions, but the timestamp of the execution is wrong, as the timestamp is now not the time of the execution but the time when the executions were imported in NT7.

Please change this behaviour in NT8, an imported execution should have the timestamp of the real execution. IB will give you the infomation you need though their API.

Attached a picture with the wrong timestamps

Best regards
Andreas

[NinjaTrader_Jason]

Hello Andreas,

Thank you for your feedback. I will forward the suggestion to always report the actual execution time, even if the execution is received at a later time.

[zweistein]

Hi Jason, I Don t see the point why to change the timestamp of imported executions to the startup time of NT. Following your logic one could also timestamp the execution with the time when Starbucks Denver sold its first cappuccino!
I have strategies that synchronize each day with what happened overnight when Ninjatrader is closed, and wrong timestamps do only create confusion.

Using IB you do have access to the timestamps. Maybe there is some broker that does not supply timestamps, then give it the time 1.1.1970 so that one can distinghish between broker timestamps and NT invented timestamps.

Best regards
Andreas

[NinjaTrader_Jason]

Yes, unfortunately if NinjaTrader is not connected when the execution occurs, you start NinjaTrader at a later time, the execution will be loaded into NinjaTrader once connected and it will be timestamped at that time.

Thank you again for your feedback.

[NinjaTrader_Matthew]

NinjaTrader 8 will use the IB execution time provided by their API if possible, otherwise the current system time will still be used. This is needed for debugging and logging + support purposes. If we used an arbitrary time stamp, many features like the account performance execution report logic would be thrown off which is used to pair trades. Using the system time at the very least will help ensure there is some sort of correlation to a user event and the execution to understand exactly when an execution was downloaded to the database.