Market data timestamp?
Market data timestamp?
13 Jun 2016, 17:12
Is there a way to know when the market data was generated, especially if I am doing backtesting? The only related thing I found was MarketSeries.OpenTime - but I'm not sure this is necessary what I'm looking for, and it definitely not very accurate.
Replies
zelenij.krokodil
14 Jun 2016, 18:18
RE:
Spotware said:
Dear Trader
The backtesting data is historical data.
We recommend you to set the data of backtesting to Tick Data from Server, which is accurate.
Yes, I know that backtesting is done using historical data. It still has timestamps, that tell when the event was recorded in the past, doesn't it? It would be useful information for me.
@zelenij.krokodil
Spotware
14 Jun 2016, 17:52
Dear Trader
The backtesting data is historical data.
We recommend you to set the data of backtesting to Tick Data from Server, which is accurate.
@Spotware