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Historical data import time zone issue

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    Historical data import time zone issue

    Hi,

    I am working on a strategy involves two instruments in different countries. I have done a few tests on how to configure the "Time zone of imported data", but I got confused.

    Here is the tick data file for test:

    20140519 013344;9999;1
    20140519 051122;9999;1

    My PC timezone is UTC(London), and I set "Time zone of imported data" as UTC (London) as well. The exchange of test instrument is set as Liffe.

    and I got the following as the imported data:
    5/19/2014 12:11:22 AM 9999.00 1
    5/18/2014 8:33:44 PM 9999.00 1

    it seems that the time is 5 hours earlier than it is in the raw file. However, I am expecting they are the same.

    I got confused and perhaps I made some silly mistakes, can you please help me on this?

    Thanks

    #2
    Hello Eric,

    Thanks for your post.

    What program was the data exported from?
    What time zone was the PC the exported data was from?
    BrandonNinjaTrader Customer Service

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      #3
      Hi Brandon

      The raw data is exported from Reuters, and the text file for import is modified by a program written by myself.

      I am not sure the time zone of my PC when it was exporting the data file. I thought it does not matter because it is a .txt file, right?

      Comment


        #4
        Hello Eric,

        Thanks for your reply.

        I would recommend exiting NinjaTrader and ensuring you have all the latest Windows updates installed. If you need to install updates, do so, then restart and check for more updates until there are none left. This will ensure you have Windows latest daylight savings settings.

        Next right click on your PC clock and select Adjust Date and Time
        Select Change Time Zone
        Change the time zone to another location and select OK
        Change the time zone back to your time zone and select OK
        Select the Internet Time tab set the server to time.nist.gov and then click Update
        Once complete restart NinjaTrader, delete the bad imported data, and attempt the import once again
        BrandonNinjaTrader Customer Service

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          #5
          Hi,

          I have followed your instructions, now it is one hour later than it should be.

          I am still confused but I am getting to find some reason. The one hour later is the time zone which I set my PC before I change it back to UTC. I am not sure if it helps to find out why.

          BTW, actually I am running NT version 7.0.1000.18 in VMware.

          Comment


            #6
            Now I set the time zone of imported data as UTC +1, making the data correct

            Comment

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