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daily data shift by 1 day

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    daily data shift by 1 day

    Dear Support,

    I've just discovered that some of my instruments are suffering from a 1-day data shift in their historical daily data (TDA data provider).

    I've imported all of them in one go and I also don't understand why half are based on the 24/7 session template and the other half is based on US equities RTH.

    The bottom line is that I've 1800 stocks and don't want to go one by one to check if the data are correct or not. Is there a good way to delete everything and start with a clean DB? Can I use repair DB or reset DB?

    Any advice on how to maintain a clean DB?

    Will it be possible to keep my instruments lists and other preferences for strategy, charts, etc.?

    A lot of questions one post!

    Many thanks for the support,
    Chris

    #2
    Hello Chris,

    Could it be the instruments that experiences the shift have the 'Default 24/7' session template selected and the instruments that do not have the US Equities RTH session template?

    What NinjaTrader version do you have installed? You can check this at Control Center-->Help-->About.

    What time zone is used on your PC clock?

    Please note that historical data is not saved in the database anymore. You can delete it at Control Center-->Tools-->Historical Data Manager-->Edit-tab.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      Indeed the few stocks I've spotted had the 24/7 template but not all of them. And again it would be too time consuming to check 1800 stocks 1 by 1. I don't think reset instruments would help?

      NT 7.0.1000.7

      I am living in Europe so my time zone is UTC+1 (London+1)

      Hope it helps,

      Chris

      Comment


        #4
        Hello Chris,

        Thank you for clarifying.

        By default stocks have the US Equities RTH selected in NinjaTrader. If the stocks are default stocks, I suggest to reset your instruments. Subsequently check if the US Equities RTH session template is used for the instruments in question.
        JasonNinjaTrader Customer Service

        Comment


          #5
          No I've imported ca. 1800 stocks and selected the US Equities RTH template.

          Now I've 900 stock with 24/7 and 900 with US Eq. RTH (and I've no idea why). Can I avoid doing it manually?

          Comment


            #6
            If you import the stocks with US Equities RTH, the stocks should have this session template selected. I suggest to re-import the stock symbol list for the 1800 stocks and subsequently check if all stocks use the US Equities RTH session template.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Thank you Jason, do I need to delete all historical data before or just the instrument lists?

              Comment


                #8
                Please only remove the instrument list.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Sorry but the 24/7 stocks retained their template

                  Comment


                    #10
                    I suggest to rename your database, so it will remove all custom instruments you imported.
                    • Shutdown NinjaTrader and Go to the Start Menu
                    • Select My Documents--> NinjaTrader 7--> DB--> NinjaTrader.SDF.
                    • Right click on NinjaTrader.SDF and select "Rename." *Name it "OLDNinjaTrader.SDF."
                    • Then restart the software and NinjaTrader will create a fresh database file to use
                    • Unfortunately the following items stored in the old database will be lost: ATM Strategy templates, Session templates, Instrument Lists/Custom Instruments and historical trade execution data
                    Start NinjaTrader and import the stock list once more with the US Equities RTH session template selected. Subsequently check if the stocks have the US Equities RTH session template selected.

                    If not, please exit NinjaTrader. Delete the newly created database and rename the "OLDNinjaTrader" file back to NinjaTrader. This will restore your original database so you will have access to your settings again.

                    If a new database will not solve the issue, I suggest to proceed as follows. Close NinjaTrader and set your PC clock to US Eastern time zone. Subsequently, go to (My) Documents-->NinjaTrader 7-->db and delete the tick/minute/day folders. These folders contain your historical data. Please delete the contents of the db-->cache folder as well.

                    Start NinjaTrader and load new data now that your PC clock is set to US Eastern time and check if data is still shifted by one day.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      Hi Jason, it took me a few hours to delete all my minute and daily data. I've tried everything you've indicated and it does not work.

                      BUT all the instruments are still listed in the instrument manager. Is it possible to clean this list too?

                      Comment


                        #12
                        Dear Jason,

                        I've created a fresh DB and imported my stocks using the correct session template. I am now re-downloading all daily data and will get back to you if there's still some 1-day shift.

                        Many thanks for your help,
                        Chris

                        Comment


                          #13
                          Hello Chris,

                          Sounds goods, thank you for the update.
                          JasonNinjaTrader Customer Service

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