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Issues with Historical Data Manager

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    Issues with Historical Data Manager

    I successfully exported 1 MIN EURUSD data today.

    However, I viewed the exported data and it's not accurate. The data is way off.

    I went into Historical Data Manager and looked at the data in the "Edit" section and was able to verify that the data I exported doesn't align with the market data.

    Is this a known issue? any suggestions on how I can fix this? I need to export accurate min data.

    NJT version 7.0.10000.7
    Interactive Brokers


    Here is some of the EURUSD 1 MIN data below:
    20110927 060000;1.3544;1.3545;1.35415;1.3545;316816000
    20110927 060100;1.3545;1.35505;1.3543;1.35505;1068602000
    20110927 060200;1.35505;1.3557;1.3549;1.3556;1344869000
    20110927 060300;1.3556;1.35565;1.35485;1.3549;1793618000
    20110927 060400;1.3549;1.35495;1.35465;1.35465;737146000
    Last edited by tschalli27; 09-27-2011, 03:18 PM.

    #2
    Hello,

    Where are you comparing the exported data to? Is this to the data in the historical data manager or from a chart?

    What time zone are you located in?
    MatthewNinjaTrader Product Management

    Comment


      #3
      Hello,

      I just tested this using an IB connection and am seeing the same results exported as the snippet you provided.

      Please note that the data that is exported is in UTC time, therefore comparing this data to the historical data manager may see discrepancies in time stamps as a result.

      For example I'm in Mountain Time zone and the data for 3:41: PM is reflected as 21:41:00. This would account for the -7 difference in time between MDT and UTC.
      MatthewNinjaTrader Product Management

      Comment

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