TimeStamp of tickdata in microseconds

General discussion about the Tickstory Lite software package.
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danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

TimeStamp of tickdata in microseconds

Post by danny_pip »

Hi,

Is there a possibility to read the timestamp of every tick in microseconds ? I need this in backtesting and based on the historical data (not the system time).
Until now, all timestamps have an accuracy of seconds but for scalping purposes I need it a higher resolution in milli or even better microseconds.

The functions "GetMicrosecondCount()" is based on the current systemtime and not usefull for backtesting and optimising on historical tickdata.

I hope somebody can help me with that.

Thx,

Danny

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: TimeStamp of tickdata in microseconds

Post by tickstory »

Hi Danny_pip,

If you are referring to doing this in Metatrader MQL, then this isn't possible. The data is stored with at best 'second' resolution within the data file itself - microseconds are stripped off.

Regards.

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