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marketDataUpdate.Time source

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  • NinjaTrader_Jesse
    replied
    Hello number1,

    This will depend on the provider being used, we do have some documentation surrounding which providers offer local or native timestamps here: https://ninjatrader.com/support/help...ata%2Bprovider

    Kinetick is listed as a native timestamp rather than local so this is server based time, however, we would have no details on how their backend calculates those times.

    Please let me know if I may be of additional assistance.

    Leave a comment:


  • number1
    started a topic marketDataUpdate.Time source

    marketDataUpdate.Time source

    Hi NinjaTrader,

    Do you know, or can you recommend a contact that would know, what the official source of time is for marketDataUpdate.Time is? This marketDataUpdate field is also used by the "TimeLastTick" market analyzer column.

    For example if Kinetick is my provider and I am receiving real-time from NASDAQ exchange, does Kinetick use the official Exchange Time of the last tick to fill in marketDataUpdate.Time ? Or is the field defined later down the message path chain (kinetick servers, etc.)?

    I ask, as we should all expect some delay between marketDataUpdate.Time and our local computer time, but I am trying to determine how much I should tend to factor in while excluding latency due to internet, server hop delays, and the impact of geographical distance between the coasts.

    Thank you for any insights, information, or referral.

    Number1

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