downloaded data timestamps are off b/c of DST

[wayne0h]

Hi,
Thanks in advance for anyone who can provide some clarification.
I am exporting data from Ninjatrader 7 (primary connection is CQG, backup Kinetick EOD) through the Historical Data Manager so I can put it in my own database, and have found that for the minute data I've downloaded, that sections of data have their timestamps off by 1 hour, corresponding exactly to dates that there is Daylight Savings Time (DST).

So for example, the period of 3/13/2011-11/4/2011 the timestamps are fine, but the period of 11/6/2011- 3/9/2012 are off by 1 hr. and then the period from 3/11/2012 - present is fine again. Right now, I am manually adjusting the exported data by subtracting 1 hour where it is appropriate.
So, (1) Is there a way for me to get the downloaded data without certain time periods being off by 1 hr due to DST?
(2) where is the data actually coming from? CQG? Ninjatrader?

I and my computer are in EST, and my 'Date and Time' settings in windows says: 'this computer is set to automatically synchronize with 'time.windows.com'. I believe this computer has always adjusted on its own for DST.

[NinjaTrader_Joydeep]

Hello wayne0h,
Please make sure automatic update in enabled for your PC and please make sure August 11 timezone update is applied http://support.microsoft.com/kb/2570791

The data is coming from CQG. NinjaTrader is only a charting/trading platform and will display the data as it gets from the connectivity provider.

Please let me know if I can assist you any further.

[wayne0h]

Thanks for the help.

I applied the update, made sure that the 'automatically adjust clock for DST' setting was checked in windows time zone settings (although it already was checked before), then went back into NT and deleted some of the 'off' data, re-downloaded it, then exported it again. The results are the same...period of 11/6/2011-3/9/2012 is off by 1 hour.

What else can I try?

[NinjaTrader_Joydeep]

Hello wayne0h,
Can you upload a sample data file depicting the exact data you are getting.

Also please let me know what OS you are using.

I look forward to assisting you further.

[wayne0h]

sure...here you go.

you should be able to see that up to 3/9/2012, the data is off by 1 hr. and then on and after 3/11/2012, the data is correct.

[NinjaTrader_Joydeep]

Hello wayne0h,
Unfortunately that is the default behavior of NinjaTrader.

In the attached screenshot, ESC (secondary series chart) is the chart appended from your data. If you want to import the data to other platform you have to adjust the data.

Alternatively you can use this indicator to dump the data.

http://ninjatrader.com/support/forum/showpost.php?p=266227&postcount=21

It will use the bar timestamp to export the data.

Please let me know if I can assist you any further.