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    delayed tick timestamp discussion

    Dear, below is a discussion between me and IQFeed, please can you give precise answer?
    Thank you
    P.

    -------------------
    Petr: Hello,
    when talking about TF (Russel 2000 futures @TFS), when I show it in the chart, do those tick data have timestamp? I mean I do nto have subscription and the data show in the chart and I would like to find out if those are now actual data or 30 mintues delayed data with current time timestamp.

    You are now speaking with Justin Siekman of IQFeed End User Support.

    Justin Siekman: Hello Petr

    Petr: Hello justin

    Justin Siekman: yes there are time stamps.

    Justin Siekman: in ninja; you may only be able to view it in the time & sales window.

    Justin Siekman: let me check...

    Petr: well, you will see the time of last tick, it will have very recent time, but are you sure it is really the current the last known tick or thirty minutes old tick....?

    Petr: 30 minutes old tick with current time

    Justin Siekman: it should be the last tick with the current time. you would really need to contact ninja to get the best answer.

    Petr: I see, thank you

    Justin Siekman: When i compare it in time & sales in dtniq it looks very close to ninja.

    Justin Siekman: Your welcome

    Petr: what that means?

    Justin Siekman: i can't see the exact time in the ninja chart but the ticks follow my time & sales window.

    Petr: but you are comparing two real time feeds in different programs, right?

    Justin Siekman: correct

    Petr: I'd like to know, if I do not have IQFeed subscription, if those delayed data from IQFeed (I have no real time, so I am receiving delayed data) have the current or delayed timestamp

    Petr: I mean if the 50 minute old tick will have timestamp T-20 or T-50minutes

    Justin Siekman: I'm not sure for historical I was looking at current data. Ninja can explain this better if can/will show a timestamp.
    Last edited by nicknamed; 10-02-2012, 03:35 PM. Reason: addded few more lines

    #2
    IQFeed will use native time stamping - this means the information displayed in the Time and Sales window will be the time that the trade occurred. In the case of delayed data, you should expect the time stamp to be delayed.
    MatthewNinjaTrader Product Management

    Comment


      #3
      I am not sure if I understand.
      So If I see tick with few seconds old timestamp, it is a bonus and I have real data, although IQFeed and NT in the log writes I do not have real time data subsciption?

      Comment


        #4
        Where are you seeing the time stamp? From the time and sales?

        If you open a Market Analyzer and add the "TimeSinceLastTick" column, is this tick delayed?
        MatthewNinjaTrader Product Management

        Comment


          #5
          thank you, I got that
          Last edited by nicknamed; 10-03-2012, 03:17 AM.

          Comment


            #6
            I'm sorry - is it working as expected now?

            Please let me know if you need further assistance.
            MatthewNinjaTrader Product Management

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