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Data feed time stamp question

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    Data feed time stamp question

    Scenario:
    i have an indicator. I use it on my computer and a friend uses it on his. I do all my calculations at the tick level. There is a variance in results between him and myself. I use continuum and he uses DTNIQ. i do some calculations to the second but that should be the tick second and not to our computer clock times second. It was designed this way to eliminate clock issues.

    Question:
    Is it true the tick is time stamped by the provider at the exchange and does not use the local computer clock. Basically Times[BarsInProgress][0] is given by the provider and does not use the local clock. Correct?

    #2
    Hello ct,

    Thanks for your post.

    Continuum/CQG and DTN both stamp their data and it is not done on the platform's side. That said, their timestamps are provided my them and as they are different providers we can expect differences where one tick lies in one bar with CQG while that same tick falls into another bar with DTN.

    Some useful notes can be referenced in the How Bars Are Built page of the help guide to go over what factors are involved with differences in data, and our Data By Provider grid will note which of our supported data providers provide timestamps or leave NinjaTrader to do the timestamping.

    How Bars Are Built - https://ninjatrader.com/support/help..._are_built.htm

    Data By Provider - https://ninjatrader.com/support/help...rical_data.htm

    Please let us know if there is anything else we can do to help.
    JimNinjaTrader Customer Service

    Comment


      #3
      Jim thanks for the confirmation.

      Comment

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