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08-16-2009, 11:32 PM
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DateTime Time Resolution...
For tick data, what is the time resolution of the time stamp? Do we get, for example: 5:23:45.3692 pm or just 5:23:45 pm?
Thanks,
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08-17-2009, 01:46 AM
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Posts: 339
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Quote:
Originally Posted by Kaboo
For tick data, what is the time resolution of the time stamp? Do we get, for example: 5:23:45.3692 pm or just 5:23:45 pm?
Thanks,
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At the tick level the time stamp for each quote is in that format 22:58:47, for example.
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Last edited by imported_Bigpips; 08-17-2009 at 01:48 AM..
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08-17-2009, 11:42 AM
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Ok, but ticks can come in faster than one tick per second. So how are we to know which tick came first, second etc for the same time resolution; if the time stamp does not support sub-second resolution?
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08-17-2009, 04:26 PM
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Quote:
Originally Posted by Kaboo
Ok, but ticks can come in faster than one tick per second. So how are we to know which tick came first, second etc for the same time resolution; if the time stamp does not support sub-second resolution?
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Well, for example, if you see this timestamp at the tick level:
17:20:01 1.6237
17:20:01 1.6238
17:20:01 1.6239
17:20:02 1.6237
you will automatically know the order of the ticks. In any case, your backtesting software knows how to handle that kind of situation.
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08-17-2009, 05:04 PM
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Thanks, Imported_Bigpips for your response. It would have been nice to have access to the full date and time, oh well...
Thanks again.
-Kaboo.
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08-17-2009, 09:04 PM
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Quote:
Originally Posted by Kaboo
Thanks, Imported_Bigpips for your response. It would have been nice to have access to the full date and time, oh well...
Thanks again.
-Kaboo.
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You are quite welcome.
By the way, if you want to import tick data, just go to MarketScope, choose the currency you want, switch to tick data, right click on the chart, choose "Chart Mode" then "Table" and voila!, you have all the tick data you want, ready to be copied. Then press CTRL+ALT+L to switch back to line or OHLC mode.
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08-18-2009, 10:23 AM
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Interesting tip - thanks!
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08-19-2009, 05:33 PM
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Quote:
Originally Posted by Kaboo
Interesting tip - thanks!
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No problem. Personally I never trade at the tick level or even the 1 min time frame, it's just noise and (almost) random price movements.
Still, some people make a full time living trading that way, or so it seems.
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