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Buying Millisecond timestamps Futures Tick Data for NT8

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    Buying Millisecond timestamps Futures Tick Data for NT8

    Which data providers connected to NT8 sell historical Millisecond timestamped futures tick data?

    Kinetick? CQG? TT? Rithmic? Ninjatrader? Others?

    thanks!

    #2
    Hi Matheyas5,

    Any datafeed provider that provides tick data will offer millisecond-timestamped data. Additionally, all NinjaTrader historical data servers provide millisecond-timestamped historical data.
    Alex C.NinjaTrader Customer Service

    Comment


      #3
      Great. I am using a free ninjatrader account at the moment. Will that allow me to access to the millisecond timestamped historical data on ninjatrader's servers?

      I was unable to download it on initial try for some reason.

      Comment


        #4
        Hi Matheyas5,

        Yes, it should. Which instrument didn't work for you in particular?
        Alex C.NinjaTrader Customer Service

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          #5
          I'm trying to download it for ES.

          It says I need to be connected to a data provider to download historical bid/ask/last tick data.

          Is the only way to access this data from Ninjatraders servers is to download it as "market replay data"?

          Comment


            #6
            Hi Matheyas5,

            If you're connected to a demo, you should be able to open a chart for your desired instrument, then navigate to the Tools > Historical Data > Edit tab, then view the tick data for whatever contract you viewed. You'll see millisecond granularity in the tick data.
            Alex C.NinjaTrader Customer Service

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              #7
              I also try to get milliseconds, but I can't see it in the Tools > Historical Data Manager > Edit tab (see image in the attachment).
              Also I can't get milliseconds in NinjaScript, for example Time[0].Millisecond always returns 0.
              Am I doing something wrong?
              My provider is NinjaTrader Continuum, I use a free demo account.
              Attached Files
              Last edited by MaxNT; 07-22-2016, 05:20 AM.

              Comment


                #8
                Hello MaxNT, and thank you for using NinjaTrader 8 Beta.

                With regard to your NinjaScript question, you will need to ensure that the CalculationMode in your script is set to CalculationMode.Ticks in your State == State.SetDefaults section. This is equivalent to setting CalculateOnBarClose = false in NinjaTrader 7. Otherwise, your OnBarUpdate() event will only trigger once per bar.

                Please double-click the vertical line between the Time and Price columns to ensure that the Time field is wrapping around the available cell data. If you do this, and you are still only seeing second precision data in this field, please let us know so we may assist further.
                Jessica P.NinjaTrader Customer Service

                Comment


                  #9
                  Sorry, I did not notice that this thread is about NT8.
                  I use NT7.
                  I tried to set CalculateOnBarClose = false in my script, but nothing changed, Time[0].Millisecond still returns 0 for every tick.
                  Double-click on the vertical line between the Time and Price columns also did not help, there is no milliseconds in the table.
                  Sorry again, I will ask it in the NT7 thread.

                  Comment

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