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NT7 & Timestamp

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    NT7 & Timestamp

    Hi

    Is there any more information available regarding what will be done with the timestamp of trades in NT7. I am using Zen-Fire and they provide a timestamp down to milliseconds but in NT6.5 this is truncated to seconds ... those of us with high frequency trading strategies REALLY need to timestamp in it's original and un-edited form - in milliseconds ...

    Thanks

    Paul

    #2
    Unfortunately nothing will change there with NT7.
    DierkNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Dierk View Post
      Unfortunately nothing will change there with NT7.
      Hi Dierk

      Can you say why ... I have seem LOTS of requests for this from LOTS of users ... what is the logic for truncating a datetime variable ... from a programming perspective there is no reason to do this?

      Thanks

      Comment


        #4
        Software development is a process driven by priorities. Although your request is valid, there are (many) other higher prioritized features (please see published NT7 feature list).
        DierkNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Dierk View Post
          Software development is a process driven by priorities. Although your request is valid, there are (many) other higher prioritized features (please see published NT7 feature list).
          it is just crazy ... to programmatically remove the truncation must be all of 1 line of code ... infact it must have been effort to put in the truncation! It is baffling to try and understand why it was ever truncated in the first place?

          Comment


            #6
            Unfortunately there is no further information I could provide to you on that matter.
            DierkNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Dierk View Post
              Unfortunately there is no further information I could provide to you on that matter.

              It is such a shame ... getting a millisecond timestamp from a source is very difficult for the retail trader ... it seems u need to pay for a massively expensive feed (reuters, quanthouse etc) in order to get this data ... many people trading high frequency strategies need this simple piece of information and it is very sad that you guys don't see it as a priority .. both from your users point of view and from yours since it seems to me you a missing an opportunity to fill a niche that nobody else (with the exception of photon) is filling right now ...

              Comment


                #8
                Thanks for your suggestion. We'll add it to the list of future considerations.
                DierkNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by murfinp View Post
                  It is such a shame ... getting a millisecond timestamp from a source is very difficult for the retail trader ... it seems u need to pay for a massively expensive feed (reuters, quanthouse etc) in order to get this data ... many people trading high frequency strategies need this simple piece of information and it is very sad that you guys don't see it as a priority .. both from your users point of view and from yours since it seems to me you a missing an opportunity to fill a niche that nobody else (with the exception of photon) is filling right now ...
                  Entirely agree with the above.
                  Is the difficulty because of your proprietary tick storage mechanism? I can see you compress data into binary form which is then save as OLEobject to the msaccess database. Simlarly nt2 and ntm i suppose must be in the same binary format.
                  Is it a difficult thing to update this to support a millisecond timestamp?

                  This is definitely the most important thing missing from Ninja Trader atm. After all, so many of your customers bought your platform for the purpose of developing high frequency trading strategies, so it would make sense for this feature to be a top priority.
                  Can you shed light on the reasoning why this was not planned as a feature for NT7?
                  I know there are a lot of performance and stability issues you have addressed, and that is great, that will also help the algo trading community - but this millisecond timestamping is key.
                  After all, trading is about supply and demand. tick data allows you to listen to what individual market participants have to say, so to speak. In addition to listening to what they are saying you want to know when they said it and why they may have shouted.
                  You can appreciate that with so many participants in the market, even 1 second data will start to muffle all but the loudest voices.

                  Thanks for listening to your customers.

                  J

                  Comment


                    #10
                    Unfortunately we have no plans to implement that feature for NT7.
                    DierkNinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_Dierk View Post
                      Unfortunately we have no plans to implement that feature for NT7.
                      Thanks for your feedback.
                      Are you able to provide a timeframe for when this will be included in a post NT7 release. Do you have a roadmap which includes this?

                      I know these are not simple qns to answer, and you have so many things to support on this forum, but it would be really great to get some sortof timeframe on this from NT.
                      Do any of your dev's participate in this forum?

                      The thing is, for Live Trading I don't need this - I have my pc's own timestamp. But for any accurate back-testing I need the timestamp of the ticks.

                      Thanks,

                      J

                      Comment


                        #12
                        Unfortunately there is no ETA yet.
                        DierkNinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_Dierk View Post
                          Unfortunately there is no ETA yet.
                          Hi Dierk, please escalate this issue to your line manager. Please ask him if he will provide a more detailed response to this issue.

                          Thankyou,

                          J

                          Comment


                            #14
                            I'm the "line manager" and VP of Engineering. Unfortunately we don't have any further information on that subject.

                            Thanks for your understanding.
                            DierkNinjaTrader Customer Service

                            Comment


                              #15
                              Originally posted by NinjaTrader_Dierk View Post
                              I'm the "line manager" and VP of Engineering. Unfortunately we don't have any further information on that subject.

                              Thanks for your understanding.
                              Just wanted to add another voice to the request for millisecond timestamps - I think there may be much more interest in this than you are aware of. Many of us are going to considerable lengths to make up for this lack.

                              Comment

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