Effect on bar timestamps

[Jim-Boulder]

I have two questions.

1) assume i am building a prior day close value through a reference to a specific timestamp of a bar (example, the 2:00 pm bar), is the timestamp derived in any way from the pc's clock?. or is it a value from or within the data feed? i ask because in testing my indicator i am getting slightly different values on my laptop vs. my desktop for the prior day close, despite both having identical chart settings and datafeed.

2). if instead i use the priordayOHLC() method, is this method getting values from the datafeed for, say the pd close, or it building the values based on timestamps affected by the pc clock?

[NinjaTrader_Bertrand]

Hi Jim, which broker or datafeed are you using here? Would it be the same on both PC's you tested with?

[Jim-Boulder]

They are the same on both--as my laptop is my backup for my desktop--my broker is Mirus and the data feed is Zen-Fire.

[NinjaTrader_Bertrand]

Thanks Jim, then your data would be natively timestamped. If you reload the complete data on both PC's, would you still see differences?

[Jim-Boulder]

do I understand correctly that if my PC clock is off then all my bar values are off? This difference shows up most easily when we're comparing PD Close (the value returned by the PriorDayOHLC(PriorClose) (or High, Low)) to the exchange's official value....

I guess I don't understand where the bars timestamps are coming from - I thought they would be part of the datafeed--such that if the session template dictates that the close is at time "X"--then the close of the bar with time "X" in the datafeed would be used for the PD close.(as used in the PriorDayOHLC() method)...and thereby it wouldn't matter what my PC's clock was---

Sorry for the repeat question...our troubleshooting processes may have the wrong logic so I am trying to make sure we've got the core logic correct...thanks.

[NinjaTrader_Bertrand]

The timestamps with this provider are done native, meaning on the server - not locally done by your PC clock.

One thing you need to keep in mind, is the official exchange close likely figures in the settlement price value - which would not be seen on your intraday data.

For your setup though, I think a reload of data would bring the results to an identical level.