Historical data issue

[onnb1]

hi, I imported historical daily data for the QQQ etf. The import passed but I noticed an issue with specific dates which I don't understand.

My import data starts on March 10 1999.
In Historical Data Manager, when I navigate to the start of 1999, I see March 10 1999. So all good till here.

But on the chart, the first bar is March 11 1999 so everything is shifted by one day.

Hope I was able to make myself clear. Let me know if I did not.
Onn

[NinjaTrader_Jason]

Hello Onn,

Ok, so the OHLC values listed for March 10 in the Historical data Manager are used for the March 11 daily bar, correct?

Can you please tell me what format was selected when you imported the data. Did you select "end of bar time" or "start of bar time"?

What session template do you have selected in the chart? If set to <Use instrument settings>, it will use the session template that is configured for the instrument in the Instrument Manager. Please go to Control Center-->Tools-->Instrument Manager, highlight the QQQ and click Edit. You will now see what session template the instrument by default uses.

[onnb1]

Hello Onn,

Ok, so the OHLC values listed for March 10 in the Historical data Manager are used for the March 11 daily bar, correct?

Yes, that is correct.

Can you please tell me what format was selected when you imported the data. Did you select "end of bar time" or "start of bar time"?

"start of bar time" was the last try I did. I tried both ways though.

What session template do you have selected in the chart? If set to <Use instrument settings>, it will use the session template that is configured for the instrument in the Instrument Manager. Please go to Control Center-->Tools-->Instrument Manager, highlight the QQQ and click Edit. You will now see what session template the instrument by default uses.

Session template is "Default 24/7"

[NinjaTrader_Jason]

What time zone is used as per your PC clock?

Can you please select the 'US Equities RTH' session template in the Data Series menu of the chart and check if this will make a difference.

If not, please proceed as follows. Delete all data you imported in the Historical Data Manager-->Edit-tab. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

Shut down NinjaTrader and navigate to the folder below.

C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db

Delete the "cache" folder.

Start NinjaTrader and import the data anew with "end of bar time".

Once imported, please create a new daily bar and check if data is timestamped as expected.

[onnb1]

First of all, turning the session settings to RTH did the trick - thanks for that!

Second, my computer time zone is Eastern Standard Time - does that make a difference? In the import dialog, I left it UTC - is that ok?

[NinjaTrader_ChelseaB]

Hi onnb1,

What time zone is the exported data in? If the raw data is in UTC time then have this chosen as the time zone when importing.

If the data was exported with NinjaTrader, the data will be UTC time.

Its fine to have your time zone as Eastern, as the data imports it will be formatted to your time zone and should appear in the Historical Data Manager with your local time zone.

Are you seeing a difference between what is in the Historical Data Manager on the edit tab and what is on your chart?

If so, may I see a screenshot of this?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

For detailed instructions please visit the following link
http://take-a-screenshot.org/

[onnb1]

Hi onnb1,

What time zone is the exported data in? If the raw data is in UTC time then have this chosen as the time zone when importing.

If the data was exported with NinjaTrader, the data will be UTC time.

Data has no "time" stamp. It is daily bars only and goes with the format yyyymmdd;open;high;low;close;volume. The data was from an external source (not ninja)

Its fine to have your time zone as Eastern, as the data imports it will be formatted to your time zone and should appear in the Historical Data Manager with your local time zone.

Are you seeing a difference between what is in the Historical Data Manager on the edit tab and what is on your chart?

No, I think I am good for now. Changing the session time to RTH solved the issue for the most part.

I was just curious/concerned with Jason's last comment as he asked what my time zone was. The daily bars I see on the chart show a "time" stamp of 4pm which is the RTH close so that makes sense.

Thanks for the support - it never ceases to impress how you guys and gals consistently do such an awesome job.