Ninjatrader Tick data

Discussion in 'Data Sets and Feeds' started by total_keops, Mar 22, 2011.

  1. Looking at a NinjaTrader tick data file I want to know what are the numbers after the date? Is this a time stamp in milliseconds? Here is an example of ZN 06-11.

    20110322 111746;119.953125;1
    20110322 111750;119.953125;1
    20110322 111757;119.953125;1
    20110322 111757;119.953125;8
    20110322 111800;119.953125;2
    20110322 111809;119.9375;1
    20110322 111820;119.9375;1
  2. that is most likely the time in hh:sec:seconds (w/out the colon)...

    eg 11:18:20
  3. Not a chance, how can I get this when now() we are 2011-03-22 20:13:00!!!

    20110322 204354;120.078125;5

    Also, I dont think there is a tick every now and then in the 10 years notes futures at 8am (time I started recording the ticks).
  4. Indeed you seem to be right!!!
    "Tick time format must be hhnnss (same as NinjaTrader "HHmmss")"
    And I am totally confused.
    I started recording this morning at 7:15am ish NYC time zone so that would be GMT (-4) ==> 111746 -4hours = 07:17:46.
    I am just so surprised that there are so few ticks but thinking about it I reallize that I used the IB snapshoted data!!!!