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10-16-2007, 06:12 AM
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#1 |
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Junior Member
Join Date: Oct 2007
Location: Florida
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Time stamps, tick filtering & throttling ???
I understand that data vendors will not be 100% identical so does anyone know of a resource for how these are handled (time stamps, tick filtering & throttling)? Could be for any data vendor - I'm just looking for an example to aid my understanding.
thank you in advance, dymund13 |
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10-16-2007, 06:39 AM
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#2 |
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Administrator
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From my understanding, I don't know any resource that would provide this information.
Ray
NinjaTrader Customer Service |
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10-16-2007, 07:03 AM
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#3 |
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Junior Member
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OK, probably more proprietary info right?
So for instance on IBM, when using a tick based chart in NT with data from eSignal, NT is time stamping the ticks but IBM is also time stamping the ticks? Is that right? Who stamp takes precedence? |
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10-16-2007, 07:05 AM
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#4 |
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Administrator
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I am not sure who is time stamping the ticks. I do know that we received ticks from eSignal with a time stamp on it.
Ray
NinjaTrader Customer Service |
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10-16-2007, 07:31 AM
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#5 |
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Junior Member
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I will continue to look into this to see if I can figure out how the data is handled/chart is built.
Thank you for your quick responses. dymund13 |
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06-02-2008, 09:56 PM
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#6 |
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Ray -can N.T. use start of bar time stamp in tick charts as well as end of bar or is that not an option? Tradestation charts use start of bar and I need that to trade with my indicators correctly. Thanks.
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06-02-2008, 10:47 PM
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#7 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
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TS goes by end-of-bar timestamps as does NT. Unfortunately there is no option to change this in NT.
Dierk
NinjaTrader Customer Service |
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