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Time zones in historical data

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    Time zones in historical data

    Hi,

    I have read that in Market Replay the timestamps are converted into the local machine's time clock. What is then the timezone of the timestamps when looking at historical data, downloaded through the ninjatrader historical data download?





    Thanks,
    Zag

    #2
    Time zones in historical data

    Hello ZAG2107,

    Thanks for writing in to our Support team.

    The timestamps on historical data will differ depending on who you are downloading historical data from. So that I can better assist you further, may I ask who your data provider is?

    I look forward to your reply.
    Alan S.NinjaTrader Customer Service

    Comment


      #3
      Time zones in historical data

      Hi,

      Thanks a lot for such a quick feedback. I used the data connection that comes with the demo, which is NinjaTrade continum.

      Thanks,
      ZAG

      Comment


        #4
        Hello Zag,

        Thanks for your reply.

        Historical data downloaded from NinjaTrader will be timestamped natively, which means that it will be time stamped by the connectivity provider. When viewing this data in NinjaTrader, it will be converted to your local machine clock's timezone, the same as Market Replay data.

        Please let me know if I may be of any further assistance.
        Alan S.NinjaTrader Customer Service

        Comment


          #5
          Historical data downloaded from NinjaTrader will be timestamped natively, which means that it will be time stamped by the connectivity provider. When viewing this data in NinjaTrader, it will be converted to your local machine clock's timezone, the same as Market Replay data.
          Hi Alan,

          Thanks this is good to know.

          I would be interested in knowing what the timestamp of my connectivity provider is and in this case NinjaTrader Continum. How do I find out about that?

          Thanks
          Zag

          Comment


            #6
            Hello Zag,

            Thanks for your reply.

            This information pertains to the NinjaTrader Continuum connection, so the historical data from NinjaTrader Continuum will be natively timestamped and then converted to your pc's local time.

            Please let me know if I may be of any further assistance.
            Alan S.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_AlanS View Post
              Hello Zag,

              Thanks for your reply.

              This information pertains to the NinjaTrader Continuum connection, so the historical data from NinjaTrader Continuum will be natively timestamped and then converted to your pc's local time.

              Please let me know if I may be of any further assistance.
              Hi Alan,

              Is the timestamp converted when viewing the data in Ninjatrader or is it converted when downloaded? The reason I am asking is because I will export data downloaded using this functionality and load it into a database where I can do some analysis.

              Thanks,
              Zag

              Comment


                #8
                Hello Zag,

                Thanks for your reply.

                The historical data will be locally timestamped when it is downloaded to your PC and it is locally stamped when you are viewing the data in the NinjaTrader platform.

                Please let me know if I may be of any further assistance.
                Alan S.NinjaTrader Customer Service

                Comment


                  #9
                  Timezone conversion for downloaded historical data

                  Originally posted by NinjaTrader_AlanS View Post
                  Hello Zag,

                  Thanks for your reply.

                  The historical data will be locally timestamped when it is downloaded to your PC and it is locally stamped when you are viewing the data in the NinjaTrader platform.

                  Please let me know if I may be of any further assistance.
                  Hi Alan,
                  I am able to view the data with a converted timezone from NT, however, when I download it, it's not converted, it's 4 hours ahead (it appears). This is from NinjaTrader Continuum (Demo). Thank you.
                  Pedro
                  Attached Files

                  Comment


                    #10
                    Hello pedromoy,

                    The information in this thread is specific to NinjaTrader 7 - your image was sent from NinjaTrader 8. In NinjaTrader 8, exported data will be in UTC. When you choose to import data that was exported from NinjaTrader, please ensure to choose UTC as the time zone.

                    Please let me know if I may be of any further assistance.
                    Last edited by NinjaTrader_AlanS; 06-28-2017, 09:37 AM.
                    Alan S.NinjaTrader Customer Service

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