TimeStamp of tickdata in microseconds
Posted: Thu Oct 08, 2015 1:52 pm
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
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