NT 8 Millisecond Data Question

[c12345]

Hello -

This is more of a general question about NT 8 feature:
as outlined in the NT 8 PDF:

http://ninjatrader.com/Downloads/MajorEnhancements_NinjaTrader8.pdf

New Sub-Second Granularity
Market data time stamps are now processed and stored to the .NET ‘Tick’ which is the equivalent of 100
nanosecond resolution

The programming question is I have an indicator that I want to code that will be looking at data and I want to be able to do some calculations on the data received from the data feed.

The way I understand it with version 7 is it only support to the second data, and then you have to use a DLL to access the machine time, and get to the millisecond level.

Does/Can NT 8 support writing of indicator code to support looking at data in the millisecond time frame and then displaying this data as a plot?

if so which data feeds are supporting this new feature so that NT 8 can be used in this fashion?

[NinjaTrader_ChelseaB]

Hello c12345,

Yes, NinjaTrader 8 will allow you to access the millisecond in real time and historically as well as in OnMarketData(). However, I unsure how this would be presented on a plot. But yeah, since you have this information you can do whatever you would like with it.

Are you asking if the millisecond will be included with the time on the time scale at the bottom of the chart? If so, this will not be shown (it would take up too much space)

[c12345]

If I display a different bar chart, say VOLUME chart, and a bunch of volume bars hit the screen quickly, it wont show this data below in milliseconds?

it might show 5-8 bars, or what-ever # of bars, but the time in seconds below the chart, will reflect the time in seconds..

I guess if i can code an indicator to leverage this feature, but the data plots can't show below, is there any future changes to this version to support this?

[NinjaTrader_ChelseaB]

Hi c12345,

That is correct the display at the bottom of a chart does not include milliseconds with the timestamps due to spacing issues.

However, you could write an indicator that displays these under the bar in a textbox.


I cannot comment about if this will be changed for future versions as this was intentionally created this way for optimum viewing and preventing the spacing issues.

However, I am happy to forward a feature request to add milliseconds to the timestamps at the bottom of charts in your behalf. Do keep in mind, it is up to development to decide to implement any request.

[c12345]

Yes please request this as a feature request as I am sure more traders would like this support.

[NinjaTrader_ChelseaB]

Hello c12345,

I've sent in a feature request in your behalf to add this to a future version of NinjaTrader.

It will be up to development to decide if and when to implement this request.

[NinjaTrader_ChelseaB]

Hello,

Thank you for your request. Our development has entered your request into our system and is being tracked with ID SFT-634.

It will still be up to development to decide if and when to implement this request. Please let us know if you have any other suggestions you would like sent in.

[oceanis400]

Hello,

What is maximum accuracy of MarketDepthEventArgs.Time.
I can print millisecond but have you microsecond beetwen two event ?

thank you

[NinjaTrader_JoshG]

oceanis400,

Historical data will be reported down to the millisecond in NinjaTrader 8 and will not report microseconds. However, NinjaTrader 8's Core technically supports the DateTime.Ticks, which is the smallest granularity of time available