Unusual behaviour in historical data import

[trapezoid]

Hi NT

I'm noticing some odd behaviour in the tick data import. I am importing some tick data that has prices to 3 decimal places.

If I use an instrument with tick size of 0.0001, and import my data into it, everything is fine. However if I use an instrument with very small tick size, say 0.0000001, then import the SAME data to that instrument, the daily (and other) charts for this instrument are totally messed up.
The data appears to get messed up at the import stage as the corrupted data is clearly visible in the Edit tab of the Historical Data Manager.

Attached is an example, of the same data imported as two different instruments with different tick sizes.

This looks like a bug, or is there some non-obvious requirement between the precision of the data in the input file and the tick size setting on the instrument? There are no warnings or errors when I import.

[NinjaTrader_Bertrand]

trapezoid, thanks for the report, in general the expected behavior would be that the data points will be rounded to the instruments tick size as it is imported if the price is not evenly divisible by the instrument's tick size. If you can attach a sample file here or contact me directly at support at ninjatrader comt with it I can give it a run here too and check into.

Thanks,

[trapezoid]

Bertrand,
I have sent you a 10-day sample of tick data that you should be able to use to replicate the problem.

While we are at it, there is something else I don't understand about the data import (which you can also replicate with this data set). The tick time stamps begin on 01January2010 at time 0:00 (midnight New Years Eve). The time zone of the data is UTC. When imported, in the Edit tab I can see Tick data grouped under hours/days/years, all within 2010. The Minute data is grouped by day, year, also within 2010. However, the Day data is split into 2009 and 2010; there is a bar for 31 Dec 2009.

How come the daily bars overlap 2009 but the minute bars do not?
It seems that the bars are computed using right-inclusive intervals, but is that on the tick level or not? Be helpful if you could clarify.

thanks

[NinjaTrader_Bertrand]

Thanks for data sample, I could reproduce the issue here - we will look into it.