Newbie: how to handle IB market data timestamp 'issue'?

[gaiusparx]

The timestamp for IB realtime and back filled data is based on PC clock. I live in a time zone which is gmt+8. Is there some setting in NT that I am not aware that can handle the timestamp 'issue'? I am not sure if this is an issue as people in US will face same 'problem' as there are different time zones in US as well. This will happen also for those in US who trade instruments in both US exchanges and let say Hong Kong exchanges.

I am thinking of adjusting the time clock of my PC to US time zone. But then which US time zone must I set? Are all US exchanges in one time zone?

Are the other data feed such as DTN IQ, Open Tick etc have the timestamp based on PC clock as well? Shouldn't the timestamp reflect the timestamp of the exchange?

[NinjaTrader_Eamon]

The timestamp for IB realtime and back filled data is based on PC clock. I live in a time zone which is gmt+8. Is there some setting in NT that I am not aware that can handle the timestamp 'issue'? I am not sure if this is an issue as people in US will face same 'problem' as there are different time zones in US as well. This will happen also for those in US who trade instruments in both US exchanges and let say Hong Kong exchanges.

I am thinking of adjusting the time clock of my PC to US time zone. But then which US time zone must I set? Are all US exchanges in one time zone?

Are the other data feed such as DTN IQ, Open Tick etc have the timestamp based on PC clock as well? Shouldn't the timestamp reflect the timestamp of the exchange?

Hello,

NinjaTrader will convert the bars from IB to your local PC clock time.

[gaiusparx]

How about for DTN IQ and Open Tick data, does NT convert the bar to local PC time as well?

[NinjaTrader_Dierk]

All NT chart data, regardless of provider, is local time based.

[mktrend]

I'm on the Zen feed, is there any ways I could get the Exchange Timestamps?
If not, then does any of the controls within NT like the T&S etc show the Exchange Timestamps?

All NT chart data, regardless of provider, is local time based.

[mktrend]

I just learned from another thread that the exchange timestamps are in the works and that was like 5 months ago. can you please further update on that, it is extremely worrying not being able to see the Exchg TS and what if due the ISP latency for overseas users they are getting stale data how would they ever be able to identify such grave occurrence then?!
BTW the TS quote below from the other post is not true, TS have their own TS and it is absured to rely on the users PC time!!!
I'm doing more than 1k trades a day and have just changed over from TS to NT and if timestamp can't be resolved with my trading from the other side of the world with very bad internet connections will be best to return to TS or other providers who don't rely on the users pc's timestamp, like I said this is the most buzzar phenomemna I have so far heard. Please advise the latest situation immediately.

"
>> I have yet to hear of anyone who actually wants the data in the local PC time
Please take a look at TradeStation"

I'm on the Zen feed, is there any ways I could get the Exchange Timestamps?
If not, then does any of the controls within NT like the T&S etc show the Exchange Timestamps?

[NinjaTrader_RJ]

Hello,

Thank you for your post and feedback.

Unfortunately there is no time period as of yet, I can only say that it is still on the list of future considerations.

[mktrend]

Thank you for your response, BTW I just found this in the help files and don't quite know what it means, please explain.
thanks

Real-time data now uses PFG native time stamp (Must install latest PFG API from the Connection Guide on our website)

Hello,

Thank you for your post and feedback.

Unfortunately there is no time period as of yet, I can only say that it is still on the list of future considerations.

[mktrend]

?!

The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks.

[NinjaTrader_RJ]

Hello,

I'm not sure I understand your question.

The statements you posted say that NinjaTrader uses your data feed time stamp if provided, if not, NinjaTrader uses your local PC clock.

Please tell me if I am not understanding your question.

[mktrend]

Thanks your response.
1- My understanding was based on previous posts by NT support that, under all circumstances the user PC provides the timestamps regardless, whereas according to the help files and your confirmation below if the user's broker or feed provider do supply timestamps then we'll receive those rather than one from our own PC, correct?

2- Please advise if Zen provides timestamps with their feed or not?

Hello,

I'm not sure I understand your question.

The statements you posted say that NinjaTrader uses your data feed time stamp if provided, if not, NinjaTrader uses your local PC clock.

Please tell me if I am not understanding your question.

[NinjaTrader_RJ]

Hello,

Yes, ZenFire uses a time stamp which NinjaTrader converts to your local PC time.

Please see this thread which may provide you with more answers: http://www.ninjatrader-support.com/v...ght=time+stamp

[mktrend]

Thanks, I read the thread and helped a lot. Just one last question to set my mind at ease!

Say, I have a very slow internet connection and am receiving the CME ES tick data or the T&S data 3 minutes later than their actual timestamps but my PC time is set to CME time and is synced, therefore the data would show a 3 minute lag from my PC correct, as in T&S will be showing a tick at 9:57 that I am receiving at 10:00?

Hello,

Yes, ZenFire uses a time stamp which NinjaTrader converts to your local PC time.

Please see this thread which may provide you with more answers: http://www.ninjatrader-support.com/v...ght=time+stamp

[NinjaTrader_RJ]

Hello,

Hopefully this answers your question:

1. true timestamp: 9:57
2. 3min internet delay so data is received at true time 10
3. PC clock synced to have a 3min delay
4. then NT timestamp will show 9:57 which was the true timestamp
5. otherwise if PC clock is synced to true time then timestamp will be at 10:00

[mktrend]

Thanks, all OK now.

Hello,

Hopefully this answers your question:

1. true timestamp: 9:57
2. 3min internet delay so data is received at true time 10
3. PC clock synced to have a 3min delay
4. then NT timestamp will show 9:57 which was the true timestamp
5. otherwise if PC clock is synced to true time then timestamp will be at 10:00