Time stamp properties of a bar?

[FREEN]

Does the High/Low/Open/Close of a bar have time stamps? If so, how to access?

I´m looking to find a more precise time aspect of high/low properties in a bar.

Kindly, Fredrik

[NinjaTrader_ChelseaB]

Hello Fredrik,

Each bar will have a Time, Open, High, Low, and Close series that are all accessed with the same BarsAgo value.

For example:
Print(Time[0].ToString());

This would print the time of the most recent bar.

Below is a link to the help guide on the Time series.
http://ninjatrader.com/support/helpGuides/nt7/time.htm

[FREEN]

So it is not possible to get the exact time for when the high or low of a bar (=timespan) occurred?

I´m looking for something like this:

High[x].Time

[NinjaTrader_ChelseaB]

Hello Fredrik,

Thats not quite how it works.

Take a look at the help guide on High and then take a look at the help guide on Time.
High - http://ninjatrader.com/support/helpGuides/nt7/high.htm
Time - http://ninjatrader.com/support/helpGuides/nt7/time.htm

These are both series that contain one value for each bar. If you have a bars ago value to find a High, this same value can be used to find the time.

High[5] - this would return the high from 5 bars ago
Time[5] - this would return the time of that bar 5 bars ago

In otherwords just use Time[x] and this will return the time of the bar that has that high.


When you mention "So it is not possible to get the exact time for when the high or low of a bar (=timespan) occurred?", I'm not quite sure sure what you are asking for. Are you trying to return the high of a bar by selecting the bar by its time?
Are you trying to locate a high a particular high and return the time of the bar that made that high?

Each bar will have one high and will not have multiple highs. This means that you will not be able to return different highs of the same bar at different times.

[FREEN]

Thanks Chelsea


I´m very clear on the info in your answer. What I´m looking for is a detailed time granularity for open/close/high/low trade events. I´ll try to clearify my point:


Let´s say a 1 min bar includes the time span 14:59:00 - 15:00:00. As far as I understand the Open is the FIRST trade in that timespan (that doesn´t necessarily occour at 14:59:00). The Close it the LAST trade (that doesn´t necessarily occour at 15:00:00).


The High and the Low (highest and lowest trade during the time span) could have occoured at ANY point in the time span.


So, is the exact time for those trading events stored in the database? What I would wish for was something like this:


High[x].Time = 14:59:31
Low[x].Time = 14:59:03


Hope you get my point : )

[NinjaTrader_ChelseaB]

Hello Fredrik,

For each minute bar there are 4 price points saved with the historical data, the Open, High, Low, Close, and this is saved with the volume and close time of the bar. The intra-bar information of when each of these is made is not known.

You can view this by clicking Tools -> Historical Data Manager... -> Edit
Click the "+" plus to expand an instrument -> data type -> interval type -> date

To find out when the high was made during that bar, you would need to add 1 second data or 1 tick data to the script. This would add the intra-bar granularity.
http://ninjatrader.com/support/helpGuides/nt7/add3.htm

Use a datetime variable to save the time each time the high is greater than the variable. Reset the variable on each new primary bar.

You could then create a custom datetime series to track the time the high was made for each bar. Set this value before the datetime variable is reset.
http://ninjatrader.com/support/helpG...ries_class.htm

[FREEN]

It´s probably been done before. For anyone in need, enclosed it the code for Chelseas solution that works just fine for the purpose discussed in this thread.