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Problems with charting and data for a new instrument

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    Problems with charting and data for a new instrument

    I'm looking to create a custom instrument and I'm getting some really unusual results. Any ideas of what's going on and how to fix the issue?

    Details:
    1) Create a new instrument in Instrument Manager
    2) Import tick data from .csv file to populate new instrument
    3) Setting type = tick, value = 1... Plot new instrument and print chart data to log file to compare to imported tick data.

    Problem:
    None of the data sets match! The csv import file data != the printed new instrument chart data != the new instrument plot data.

    Sample data:
    1) Here's is the csv import tick data file:

    20130916 130306;7.14880;1
    20130916 130323;7.14560;1
    20130916 130323;7.14560;1
    20130916 130323;7.14980;1
    20130916 130323;7.15820;1

    But, when I import this data set into a new instrument I get some really strange results

    2) Following import of the data above into a custom instrument here is a print log of the tick data. Prices occurring on the same time stamp appear to have been dropped.

    2013-09-16 13:01:37 7.839
    2013-09-16 13:03:07 7.828
    2013-09-16 13:03:14 7.7692
    2013-09-16 13:03:18 7.7372
    2013-09-16 13:03:21 7.7068
    2013-09-16 13:03:22 7.69
    2013-09-16 13:03:33 7.6364

    3) Chart data: Just reading off of the 1-tick chart of the imported data I get different increments than in the 2 cases above:
    --Between 20130916 130306 and 20130916 130323 I have 21 records on the 1-tick chart of the new instrument vs a total of 5 records in the original csv data set.

    #2
    Hello bluelou,

    Thanks for your post.

    The 2 sets of data to compare do not seem to match. Please change the tick size to 0.00001. Perhaps the time zone used for importing is also incorrect.
    Was this data exported from NinjaTrader? If so you would need to use UTC.
    Try to adjust these settings and reimport.
    If this does not help please send a message to support[at]ninjatrader[dot]com with the file you are importing as an attachment.
    Include a link to this forum topic in the message.

    I look forward to assisting you further.
    BrandonNinjaTrader Customer Service

    Comment


      #3
      Brandon,
      I just tried changing the tick size and checked to make sure the time zone = UTC. I get the same results as before. Also, yes, the data was exported from an NT indicator and then the csv file was imported as a custom instrument.

      I'm sending you the file now.

      Thx,
      Lou



      Originally posted by NinjaTrader_Brandon View Post
      Hello bluelou,

      Thanks for your post.

      The 2 sets of data to compare do not seem to match. Please change the tick size to 0.00001. Perhaps the time zone used for importing is also incorrect.
      Was this data exported from NinjaTrader? If so you would need to use UTC.
      Try to adjust these settings and reimport.
      If this does not help please send a message to support[at]ninjatrader[dot]com with the file you are importing as an attachment.
      Include a link to this forum topic in the message.

      I look forward to assisting you further.

      Comment


        #4
        BTW, I changed the tick size to 0.0001 in the file I just sent you.

        Comment


          #5
          Brandon,
          You can close the issue out. It was a mistake on my part. The data was UTC - 5 and I was importing it as UTC. I'll let you know if there are any other issues. Thx for your help.

          ~Lou

          Comment

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