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Data import problem - strange "smaller/equal than timestamp of previous line" error

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    Data import problem - strange "smaller/equal than timestamp of previous line" error

    I'm trying to import 15 years of data into NT8.

    At first all goes smoothly until the following lines are hit:
    20011028 005800;277.1;277.2;277.1;277.1;0
    20011028 005900;277.1;277.2;277.1;277.1;0

    Then the following error message appears in the log file:
    2017-01-17 15:04:48:864|3|4|XAUUSD: Time stamp in line 360120 at 28/10/200101:00:00 is smaller/equal than timestamp of previous line: 20011028 010000;277.1;277.2;277.1;277.1;0

    Isolating just these two lines in a text file still produces an error:
    2017-01-17 17:23:17:749|3|4|XAUUSD: Time stamp in line 1 at 28/10/200101:00:00 is smaller/equal than timestamp of previous line: 20011028 005900;277.1;277.2;277.1;277.1;0

    I am at a loss what is causing this error. The data format seems correct. From the log message it appears to be reading the first line as 1:00am not 0:58am.

    If I omit all 2001 data, then the same problem occurs at the end of October in 2002:
    2017-01-17 15:52:17:820|3|4|XAUUSD: Time stamp in line 368699 at 27/10/200201:00:00 is smaller/equal than timestamp of previous line: 20021027 005900;313.0;313.0;313.0;313.0;0

    Any help would be greatly appreciated.

    #2
    I'd like to try to replicate this behavior on my end.

    Please send me your log and trace files so that I may look into what occurred.

    You can do this by going to the Control Center-> Help-> Email Support

    Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

    Please reference the following ticket number in the body of the email: 1645387 ATTN Patrick G

    Please include a link to this forum ticket and also please include the full or isolated historical data files as an attachment to this message.

    Comment


      #3
      Originally posted by treeoflife View Post
      I'm trying to import 15 years of data into NT8.

      I am at a loss what is causing this error. The data format seems correct.

      Any help would be greatly appreciated.
      I have nearly the same problem importing NT8 format data. I'm getting errors (lots) saying that various price values are out of bounds. I've attached a screenie of my log. And here's a sample of my data. It is about 50 lines, but the full test set i'm working with is a few over 500, going back only to the beginning of 2016:

      Code:
      Date;Open;High;Low;Close;Volume
      20150119;131.06;130.41;130.90;130.20;89
      20150120;130.19;130.87;130.48;131.12;92
      20150121;131.12;129.98;130.63;130.42;97
      20150122;130.43;130.60;132.31;132.06;89
      20150123;132.04;132.20;134.52;133.84;82
      20150126;134.42;133.71;135.03;134.18;85
      20150127;134.17;133.27;134.18;133.53;89
      20150128;133.53;133.71;134.18;134.11;89
      20150129;134.09;133.38;133.36;133.10;89
      20150130;133.10;132.84;132.96;133.62;90
      20150202;133.35;132.89;132.89;132.59;96
      20150203;132.60;131.77;132.50;132.12;91
      20150204;132.13;132.79;133.78;133.84;92
      20150205;133.84;133.44;134.16;133.55;90
      20150206;133.55;133.67;134.50;134.77;87
      20150209;134.73;134.40;134.88;134.35;92
      20150210;134.34;134.64;134.81;134.74;92
      20150211;134.74;134.83;134.92;134.40;97
      20150212;134.37;134.95;134.57;134.91;97
      20150213;134.91;134.78;135.14;135.21;94
      20150216;135.24;135.10;135.51;135.30;104
      20150217;135.30;134.54;135.28;134.55;86
      20150218;134.54;135.60;135.36;135.44;102
      20150219;135.44;135.06;135.65;135.59;96
      20150220;135.59;135.07;136.03;135.24;83
      20150223;135.09;135.72;135.74;136.37;102
      20150224;136.37;136.23;136.44;136.27;91
      20150225;136.27;136.44;136.27;136.67;93
      20150226;136.68;136.66;137.65;137.58;95
      20150227;137.57;137.47;137.65;137.89;88
      20150302;138.01;137.25;137.56;137.39;91
      20150303;137.39;137.26;137.56;137.44;87
      20150304;137.45;137.42;137.88;137.79;85
      20150305;137.79;137.39;138.47;138.16;79
      20150306;138.20;138.28;138.70;138.62;84
      20150309;138.86;138.79;138.89;139.41;89
      20150310;139.41;139.41;140.56;140.87;86
      20150311;140.85;140.87;141.69;141.54;89
      20150312;141.54;140.64;141.50;139.94;79
      20150313;139.94;140.07;140.50;140.46;84
      20150316;140.85;139.87;140.82;140.31;79
      20150317;140.32;139.38;139.55;139.18;85
      20150318;139.18;137.42;138.33;137.88;86
      20150319;137.88;137.46;138.40;138.39;82
      20150320;138.38;137.74;138.24;138.16;86
      20150323;138.07;136.62;137.81;136.60;81
      20150324;136.60;135.86;136.29;135.94;81
      20150325;135.94;135.76;136.06;135.65;84
      20150326;135.65;135.67;136.40;136.42;83
      I had to groom the data like crazy just to get it this far. But now I'm at a loss. Full disclosure, I generated these values via spreadsheet, dividing each price value for each day for GBPUSD by each price value, each day of EURUSD, going back to Jan 2016. This is called a Relative Strength Comparison (not to be confused with RSI), or Price Ratio, and from what I can tell there aren't any glaring issues. And besides, why should the importer have an opinion of the actual values anyway, I'm a bit confused by that?

      Thanks
      Attached Files

      Comment


        #4
        There are different formats for importing either daily, minute, or tick (2 variants) data. These formats are outlined here:



        Can you tell me what data format you're attempting to import?

        Comment


          #5
          Hi, It was the NT EoB time option, as last price . UTC tz, no additional box ticks. thx

          Comment


            #6
            Not to stir the pot at all, but I got the exact same data set working just fine in Sierra Charts (see attached). And by "got it working" I mean I looked it up in the docs how and it just worked. So I'm convinced the data is fine
            Attached Files

            Comment


              #7
              I may have misunderstood your previous post. I asked if you had reviewed the guidelines for importing data, and by your response I thought you had made the approrpiate adjustments and it was now working correctly.

              Can you clarify - is this not the case? If not, can you tell me what data format you're attempting to import?

              Comment


                #8
                Originally posted by NinjaTrader_PatrickG View Post
                I may have misunderstood your previous post. I asked if you had reviewed the guidelines for importing data, and by your response I thought you had made the approrpiate adjustments and it was now working correctly.

                Can you clarify - is this not the case? If not, can you tell me what data format you're attempting to import?
                My previous message was detailing the settings I had when I posted initially, as I had understood you asked? I haven't tried anything since then as I was, as stated, at the end of my rope of things to try. And since it works flawlessly in another package.... I'm chalking it up to a poorly supported feature that maybe not many NT8 users care about. Thanks for trying?

                Comment


                  #9
                  The data is either in the incorrect format for NinjaTrader or the data is bad.

                  For example, look at your very first line of data:

                  20150119;131.06;130.41;130.90;130.20;89

                  This states that the opening price was 131.06. However, the highest price for the day is 130.41

                  It is not possible to have the opening price higher that the highest price for the day. It is not possible to plot this.

                  Comment


                    #10
                    Yes, there are for sure anomalies in values of the data I presented. However, these are normal for price ratio calculations. The charting package would either display point and figure charts via highs/lows, or daily close, making these anomalies irrelevant. Although, as I mentioned, another package seemed to find its way around the anomalies, even with candlesticks. I say this with hesitation, as I really do not intend to make it a competition. My only intention is to say that it's possible. It would be amazing if NT8 had enough support for this feature to motivate further development!

                    Thanks for taking the time to consider the issue.

                    Comment


                      #11
                      I'd love to submit a feature request, but first I need to better understand what you desire within the NinjaTrader platform.

                      When you say 'price ratio calculations' can you go into further detail about what you mean specifically?

                      Are you talking about the price ratio between two instruments (a spread)?
                      Are you referring to price earnings ratio?

                      Comment

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