Time Stamp on MarketData

[murfinp]

Hi Ninjas

I contacted ZenFire and they have assured me that they timestamp market data down to micro-seconds. Why is it then that data that comes through in Ninja is rounded to seconds?

In version 7 could you possibly pass on the full timestamp from Zen as it is really important to those of us trying to develop high frequency trading robots...

Thanks so much

Paul

[NinjaTrader_Jason]

Hello Paul,

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[fttbb]

Surely the timestamp comes from the PC not the data provider?

Hi,

I second this suggestion. Its absolutely critical for even medium frequency trading, as it affects how you aggregate ticks over even several second timeframes (since you get a whole lot of ticks that apparently each happen in zero seconds).

However, I understand from other posts in the forum that the timestamp comes from the PC not the dataprovider?

So I think what we need here is timestamp recorded down to milliseconds and either 2 timestamps (one from provider, one from PC) or a user choice of which to use.

Thanks,
fttbb.

[iwannatoscript]

I don't understand what is exatly time stamp, i find it in many trading platform, but i'd like to understand how does it works.

thanks

[NinjaTrader_Jason]

Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

[DaManJ]

Hi Ninjas

I contacted ZenFire and they have assured me that they timestamp market data down to micro-seconds. Why is it then that data that comes through in Ninja is rounded to seconds?

In version 7 could you possibly pass on the full timestamp from Zen as it is really important to those of us trying to develop high frequency trading robots...

Thanks so much

Paul

Yep, yet another customer with the same requirements as my own. Would be great for NT to include this as soon as possible.

Thanks,

J

[DionysusToast]

This is something I'd like to see too.

[RDPoS]

bump. Love to see this answered.