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Native TimeStamp

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    Native TimeStamp

    I just learned today that there is a way to access the actual timestamp of each trade if provided by the data provider.

    http://www.bigmiketrading.com/ninjat...rader-8-a.html

    Post #84

    How do I access this information from inside the NinjaTrader code?

    Thanks,

    RJay
    RJay
    NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

    #2
    RJay, this entirely depends on the connected to provider and would it would offer - native vs local timestamping could be reviewed for each provider we support in this grid in our documenation -

    http://www.ninjatrader.com/support/h...rical_data.htm (first section please)

    With Time / Times you would access bar timestamps in NinjaScript.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Bertrand View Post
      RJay, this entirely depends on the connected to provider and would it would offer - native vs local timestamping could be reviewed for each provider we support in this grid in our documenation -

      http://www.ninjatrader.com/support/h...rical_data.htm (first section please)

      With Time / Times you would access bar timestamps in NinjaScript.
      Okay, How do I access this timestamp info. Do you have any coding examples of how to call both the vender timestamp and the local timestamp for a single update. Bid, Ask, or Last.

      Thanks,

      RJay
      RJay
      NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

      Comment


        #4
        The timestamps you get for your bars are native on providers where this would be supported, on others where NT needs to stamp > this is done by your PC clock. So there's no dedicated code needed for access, it will be determined by the provider you connect to in NT.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          I looked at the current time for nist atomic clock. It is close to my PC time, a matter of seconds. I do not understand how a slight difference could cause such large discrepancies on the order of 10-20 minutes. Does time zone matter or the instrument settings?

          Comment


            #6
            Hello Chris001,

            Thank you for your post.

            I am not sure what you are referring to here. Where are you seeing a discrepancy?

            Comment


              #7
              I thought I had posted to a similar thread. I will post it there instead

              Comment

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