How to get a unique time for every tick (in milliseconds)

[agafon2]

For test i use this code for every tick on Tick1 chart:

Print("Tick_time:" + Time[0]);

Result (look at picture):

http://saveimg.ru/show-image.php?id=8cfd6dd7f2828f43646c17496343ca92

Some amount of ticks has one Time - and this Time isn't unique for every tick.

How to get a unique time in milliseconds for every tick?

[NinjaTrader_PatrickH]

Hello agafon2,

Thank you for your post.

There is no supported method in NinjaScript to pull the milliseconds of the Tick. However, you could use StopWatch in C# with ElapsedMilliseconds to assign a unique millisecond to each Tick. There could be other routes to do this as well, each of which including the StopWatch would be unsupported methods for NinjaScript.

For information on Stopwatch.ElapsedMilliseconds please visit the following link: http://msdn.microsoft.com/en-us/libr...liseconds.aspx

[agafon2]

Can you please give a code example to get tick time by using Stopwatch.ElapsedMilliseconds

[NinjaTrader_PatrickH]

Hello agafon2,

Thank you for your response.

Unfortunately, this would be an unsupported method of achieving what you wish and therefore we do not have any code samples available.

[koganam]

For test i use this code for every tick on Tick1 chart:

Print("Tick_time:" + Time[0]);

Result (look at picture):

http://saveimg.ru/show-image.php?id=8cfd6dd7f2828f43646c17496343ca92

Some amount of ticks has one Time - and this Time isn't unique for every tick.

How to get a unique time in milliseconds for every tick?

You cannot query data to a granularity that is finer that that at which it was recorded.

[koganam]

Can you please give a code example to get tick time by using Stopwatch.ElapsedMilliseconds

That is a much larger undertaking than it first appears. For one thing, you will have to store your specially time-stamped data somewhere, if you want to use it in anything other than realtime (e.g., for backtesting et.c.,), which it seems obvious that you would. Then you also have to arrange to retrieve this data. You will have to build your own database, and query it from NT, writing the glue to interface your data seamlessly into NT calculations, and I guess, even charting.

As a matter of curiosity, I cannot think of any reason for a retail trader to need such split second granularity to make decisions. Nobody's mouse can click that fast. Unfortunately, there is a point beyond which physical factors make increased accuracy pointless.

If you need data with millisecond granularity to make trading decisions, then you must be running algos at those kind of speeds, which makes you a High Frequency Trader. Are you?