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Problems with Historical Data

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    Problems with Historical Data

    In the process of trying to figure out why two different computers with the exact same setup (as far as I can tell) are providing slightly different strategy results, I came upon this....

    Instrument: UVXY
    Setup on both PCs:
    a) Deleted UVXY in Historical Data Manager
    b) Deleted UVXY minute folders in NT db folder
    c) Connected IQFeed and reloaded UVXY data
    d) Disconnected IQFeed

    File #1: UVXY 031212 Historical vs TradeA
    This is the data from the Historical Data Manager editor for UVXY on 03/12/2012, labeled as PC1 and PC2 representing the two different computers. Both show the exact same data, however the time stamp is 1 hour different between the two PCs. This is exactly what I see in Strategy Analyzer and I believe explains the different results

    File #2: UVXY LastA
    This is the data from PC1 exported via Historical Data Manager export tab. Looking at 03/12/2012, it is hard for me to tell what is going on. The data and time stamps seem to be completely different than the editor data for PC1.

    Is there some simple explanation for the 1 hour time stamp difference? I've been using NT for a few years and I have long suspected that it is possible to corrupt the db in subtle ways, which frightens me. However, I always thought that if I refreshed the historical data as I did in the steps above that the data should be clean.

    Help..... thanks.
    Attached Files

    #2
    Hello,

    Thank you for your post.

    Which data provider do you use with the two PCs?
    Which timezone are the PC's set to use?
    KyleNinjaTrader Customer Service

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      #3
      I use IQFeed. Both are Eastern Time.

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        #4
        I have noticed that on Nov 4, 2013 - Jan 31, 2014, the time stamp on PC1 is correct. Before Nov 4, 2013 it is off by 1 hour.

        I'm going to repair the db and see if that changes anything

        Comment


          #5
          I see the same thing after the db repair. No change to the problem.

          Comment


            #6
            Hello,

            Before November 4th was Daylight Savings Time and it should be expected that the charts will show off an hour.
            CameronNinjaTrader Customer Service

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              #7
              You nailed it. PC1 did not have automatically adjust for daylight savings selected on the system clock.

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