API Documentation

NxTime Usage

The struct NxTime is a member of 3 structures in NxCoreAPI:

    1. NxCoreSystem, where the member nxTime defines the Nanex Clock which has a resolution of 25 milliseconds.
    2. NxCoreHeader, where the member nxExgTimestamp defines the current exchange timestamp for a Quote, Trade or Category message, and commonly has a resolution of 1 second (1000 milliseconds).
    3. NxCategoryField, where the member nxTime is used whenever a time quantity is being defined, the most common type being "LastTradeTime".

NxCore 1.x (.nxc files) do NOT contain 1 millisecond resolution for either NxCore normalized or exchange timestamps.

NxCore 2.x (.nx2 files) include exchange timestamps to 1 millisecond resolution with the NxCore normalized clock remaining at 25ms.


NxTime is defined in NxCoreAPI.h as:

struct NxTime {
    unsigned int  MsOfDay;
    unsigned short Millisecond;
    unsigned char  Hour;
    unsigned char  Minute;
    unsigned char  Second;
    char  TimeZone;
    unsigned short MsResolution;
    unsigned char  alignment[4];

NxTime members

Member Type Min Max Description
MsOfDay unsigned
0 86,400,000 MsOfDay represents the total number of milliseconds from the start of the day. It will always equal NxTime.Hour*3600000 + NxTime.Minute*60000 + NxTime.Second*1000 + NxTime.Millisecond.
Millisecond unsigned
0 1,000 Millisecond represents the millisecond of the current second. It will be zero if the MsResolution member is 1000 or higher.
Hour unsigned
0 23 Hour represents current hour of the day in military format (0-23). For example: at 9am, the Hour would be 9, at 12:15am, the hour would be 0, at 12:15pm, the hour would be 12.
Minute unsigned
0 59 Minute represents current minute of the hour. At 9:00am, minute would be 0. At 9:59am, minute would be 59.
Second unsigned
0 59 Second represents current second of the minute. At 9:00:00 second would be 0. At 9:59:59 second would be 59.
TimeZone char -23 +23 TimeZone represents the number of whole hours from GMT. All NxTime structures use Eastern EDT during Daylight Savings Time (March - November), making TimeZone -4, and Eastern Standard time the rest of the year making TimeZone -5.
MsResolution unsigned
0 1000 MsResolution defines the current lowest resolution of the clock in Milliseconds. That is, the shortest possible time between updates. NxClock is currently set to 25 representing 25 milliseconds between clock updates. nxExgTimestamps are currently all at 1000 milliseconds because all exchange timestamps are currently at 1 second resolution.
alignment unsigned
0 0 This member pads the struct for correct alignment