• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Import tick data in America/New York timezone

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Import tick data in America/New York timezone

    I have a tick data with timestamps in "America/New York" timezone.
    When importing data, I found there is no such a timezone, that could be used.

    The nearest one, we can select in NT is: UTC-5 Eastern Time (US & Canada)

    But this is different,
    because America/New_York uses DST (daylight saving time = summer time),
    but EST does not handle summer time.

    2 other sources confirm this information:

    As a result:
    EST cannot be used for importing of America/New_York timezone, because that causes
    1 hour differences during whole summer time in New York and bars will have wrong time half year..
    (! I've really not tried to import, just thinking about consequences aloud...)

    So question is:
    So how can be properly imported tick data with timestamps in NewYork timezone?
    Last edited by misova; 09-01-2014, 04:55 AM.

    #2
    Hello misova,

    You will need to select the time zone that is used for the text file you like to import. If it uses New York time zone, please select UTC -5. More information can be found at the link below.
    http://www.ninjatrader.com/support/h.../importing.htm

    If this causes incorrect data before the time zone changed to daylight saving time, I suggest to find a way to adjust the data in the text file.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thank you for help.

      If label Eastern Time (US & Canada) in Ninjatrader handles DST (and I saw that it handles),
      then it cannot be named Eastern Standard Time (EST), because EST timezone never handles DST (summer time)..

      I expect, that label "Eastern time" in Ninjatrader is mapped to something similar (like America/New_York), but different then real EST.

      Can you please look for me, if the timezone label Eastern Time (US & Canada) in NinjaTrader is really mapped to
      1. general Eastern Standard Time timezone (that does not handle summer time)
      2. or to something more concrete like America/New_York...(or another eastern city), that properly handles summer time?


      This is important, because just saying "Eastern time", there no way how to find out, what exact timezone is really used.
      There are many timezones used in the "Eastern" block of America with different time conversions.

      It would be more clear, if you name some cities that represent the timezone,
      instead of "Eastern Time" which is not clear. We can't know, if you mean Eastern Standard Time, or some cities in the "Eastern" block of America.
      Last edited by misova; 09-01-2014, 05:38 AM.

      Comment


        #4
        Sorry, I did not have time to test this today.

        Does your data file contains continuous data or do you import data for each expiry month separate?

        EST indicates "winter time", while EDT indicates "summer time". If your data file uses EST or EDT, please select UTC -5 in the Historical Data Manager-->Import-tab.
        JasonNinjaTrader Customer Service

        Comment


          #5
          My data are continuous non-back-adjusted format.

          ----------------------------------------------------------------------------------------

          I understand the EST/EDT timezone, switching the DST time is automatically done by each framework, which uses correct timezone.

          For example: when I use "America/New_York" timezone and use it for converting into another timezone, the DST switching is automatically done by implementation of this timezone in c#, in java, everywhere.

          I am not sure, if we understand each other now:
          • The important thing is, that something like "Eastern Time" timezone really does not exist. It is just some simplified abstraction for something from the eastern part of America.
          • There exist Eastern Standard Time (which does not handle DST and such is not so much useful for real world - most countries use DST)
          • There are many other timezones, referencing different area in "eastern" part of America. (these handle DST automatically and so are useful for use in NinjaTrader for importing tick-data, created in different areas of the world).


          Finally I expect, that the only problem is:
          • Something like general "Eastern time" does not exist and should not be referenced from NinjaTrader timezones.
          • It should be renamed to something like: UTC-5 (New York, Massachusts, Georgia, Michigan, Ohio,Virginia, ..) - if it really references such a timezone.


          But one cannot not be sure.
          You can have a look, what is inside the code and which real timezone is mapped to the abstraction called "Eastern time (US & Canada)"
          Last edited by misova; 09-01-2014, 01:47 PM.

          Comment


            #6
            The time zone selection in the Historical Data Manager-->Import-tab uses the same time zones listed as per the PC clock. It automatically switches to EST/EDT.
            JasonNinjaTrader Customer Service

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by Mberg, Today, 05:13 PM
            0 responses
            0 views
            0 likes
            Last Post Mberg
            by Mberg
             
            Started by Barry Milan, Today, 01:33 PM
            2 responses
            7 views
            0 likes
            Last Post marcus2300  
            Started by NW Trader, Today, 03:42 PM
            2 responses
            7 views
            0 likes
            Last Post NW Trader  
            Started by ralett, Today, 01:42 PM
            1 response
            4 views
            0 likes
            Last Post NinjaTrader_ShawnB  
            Started by dkbyond, Yesterday, 04:11 PM
            1 response
            22 views
            0 likes
            Last Post NinjaTrader_ChrisL  
            Working...
            X