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Time zone - daylight savings time

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    Time zone - daylight savings time

    I am little confused as to how the system deals with the daylight saving time changes in respect to historical data
    specifically in my country we have a different schedule than other countries (e.g markets) this causes a 1 hour difference for a week or so, until that time when the GERMAN market for example catches up with us

    I do know that by changing the NT8 time zone I can force the data to be loaded as required. this helps with the real time data flow and trading

    What I am looking for to understand is the historical data times.
    Should I create for each day, in the past , that has a skewed time a separate entry in the holidays table ?
    so if I have 4 years of historical data I should have an entry for about 10 days per year....
    What will these changes stay intact when I update the system or upgrade ?

    does this make sense ? any other options ?


    #2
    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    What is NinjaTrader's time zone?

    The trading hours templates and the data itself should all be downloaded in the time zone which NinjaTrader is set to. Can you give me an example of when a particular date (or a particular trading hours holiday schedule settings) resulted in an undesired or unexpected data issue?

    What issue specifically are you able to work-around by changing the time zone? To change the timestamp on historical data, you would need to right-click on your charts and select 'reload all historical data' so that data is re-downloaded using your new time zone settings.

    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Patric

      the version is - 8.0.16.1 64-bit

      My time zone is UTC+2
      we have moved to the Daylight Saving time Last Sunday. This means that for me the GERMAN Market starts NOW at 08:00 (before that it was 09:00)
      In order to see correct data on charts and be able to trade I need to set the NINJA timeZone to UTC+1. Normally it is UTC+2 as my computer.

      But again, this is not the issue I believe. if I download the templates, they will be set correctly.
      I should not have an issue while trading. Next week the German market will move its clock and then we will be in sync again. and I will need to change the NINJA TimeZone back
      to the UTC+2. and all will be well again.

      BUT, if I run strategy analyzer on historical data, all these jumps of timezone, are not REPRESENTED,
      the templates are not changed
      So I have gaps in the data with wrong timestamps.
      I CAN NOT RELOAD DATA FROM 4 YEARS AGO. so that means that either I will go an change the Timestamp of the historical data on these particular days, Or maybe I can add holiday special trading hours inside the template

      I am looking for confirmation of my logic. and also maybe suggest that the daylight saving time settings will be included in the trading hours templates

      Comment


        #4
        Ninjatrader's trading hours templates account for daylight savings time. For example if I add a CME US Index Futures RTH trading hours template to a chart, most of the year it starts printing prices at 14:30. (09:30 EST). Daylight savings time ended here on Sunday. So today the CME US Index Futures RTH Template started printing prices an hour early at 13:30 (still 09:30 EST). In a week or two daylight savings will end in the USA the market will open an hour later, and CME US Index Futures RTH will one again start printing prices at 14:30 (09:30 EST).

        So basically you don't need to do anything... just expect US markets to start an hour earlier for a couple of weeks in autumn and an hour later for a couple of weeks in spring.

        Comment


          #5
          You're over thinking this... The markets always start at 9am. Whether its daylight savings or not. We change the clocks, but we don't change the time of day we do things. There wouldn't be much point otherwise; so the market still opens at 9am.

          You don't need to change your timezone in Ninjatrader for daylight savings. Just leave it on UTC+1 Amsterdam Berlin all year round.




          Originally posted by dadarara View Post
          Patric

          the version is - 8.0.16.1 64-bit

          My time zone is UTC+2
          we have moved to the Daylight Saving time Last Sunday. This means that for me the GERMAN Market starts NOW at 08:00 (before that it was 09:00)
          In order to see correct data on charts and be able to trade I need to set the NINJA timeZone to UTC+1. Normally it is UTC+2 as my computer.

          But again, this is not the issue I believe. if I download the templates, they will be set correctly.
          I should not have an issue while trading. Next week the German market will move its clock and then we will be in sync again. and I will need to change the NINJA TimeZone back
          to the UTC+2. and all will be well again.

          BUT, if I run strategy analyzer on historical data, all these jumps of timezone, are not REPRESENTED,
          the templates are not changed
          So I have gaps in the data with wrong timestamps.
          I CAN NOT RELOAD DATA FROM 4 YEARS AGO. so that means that either I will go an change the Timestamp of the historical data on these particular days, Or maybe I can add holiday special trading hours inside the template

          I am looking for confirmation of my logic. and also maybe suggest that the daylight saving time settings will be included in the trading hours templates

          Comment


            #6
            Kevin
            thanks for the explanation.

            seams to me that my situation is a little more complicated than that.
            not only that I trade with US and German markets I also live in a country that moves its clock not in sync with everyone else. (We are not in sync with the world in a lot of things ) But I might be wrong so I am checking this as I write...
            Now if my understanding is correct than setting the TimeZone to Jerusalem the system should know when the daylight saving time starts. If so, than last Sunday it should have done it and this Monday I should have seen the data start flowing at 08:00. BUT IT DIDN'T. the computer changed its clock alright, BUT NOT NINJA. Maybe this is what confused me. than maybe there is bug in the hours template ?!?!

            more over, I am thinking about the historical data I already have loaded. all of it is loaded as UTC+2 with no corrections for Daylight Savings times. and although the difference is not a huge one, a few days hear and there, still it bothers me. I wish I could find a good source of TICK DATA for DAX for 4-5 years back. I couldn't without taking a mortgage.
            Last edited by dadarara; 10-30-2018, 12:14 AM.

            Comment


              #7
              Ah ok sorry I thought you were in Germany. I'm still not sure I understand what the issue is. Daylight savings ends in Europe (and Israel) on the last Sunday of October (this past Sunday 28th Oct). You shouldn't have noticed any difference in the market opening times at all for the German markets if you leave your Timezone unchanged. By the way make sure you delete all historical data after changing timezone just to be on the safe side.

              The US markets will be starting an hour earlier until the Americans turn their clocks back. Nobody knows exactly when that happens, its got something to do with a little hedgehog casting a shadow in the dawn sun.
              Last edited by kevinenergy; 10-30-2018, 05:01 AM.

              Comment


                #8
                There are several UTC+2 time zones available in Windows and NinjaTrader. Both your PC and NinjaTrader are set to UTC+2 Jerusalem? And can you clarify which instrument you're viewing where you do not see the correct start time expected after Oct. 28th? If possible, a screenshot of this unexpected opening time would be helpful as well.
                Patrick G.NinjaTrader Customer Service

                Comment

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