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MarketDataEventArgs - TimeStamp

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    MarketDataEventArgs - TimeStamp

    Hello, I have a few questions regarding this object and the method OnMarketData.

    1. When it comes through the stream through a Zenfire connection is the timestamp that is put on this object coming directly from the ZF feed?
    2. What is the precision and accuracy of the timestamp? I.e. Can I detect trades occuring up to 1/10th, 1/100th, 1/1000th second accuracy etc...
    3. Can latency issues on my own PC have any impact on how the timestamp for this object is calculated?

    Thank you in advance for any info.

    #2
    davewolfs, ZenFire data is natively timestamped (less sensitive to latency issues) and timestamps can be accessed down to the second level.
    BertrandNinjaTrader Customer Service

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      #3
      Does NT internally strip down part of the timestamp making the precision level to the second?

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        #4
        davewolfs, unfortunately we do not support sub-second timestamps - in realtime you could try working with DateTime objects and DateTime.Ticks - http://msdn.microsoft.com/en-us/libr...ime.ticks.aspx
        BertrandNinjaTrader Customer Service

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