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DST adjustment

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    DST adjustment

    I have loaded a historical data series of S&P500 at timestamp UTC.
    My NT8 system is set at GMT+1 (Amsterdam).
    When I show the chart the data is moved 1 hour to reflect the difference between UTC and GMT+1. This is correct.

    The system seems to automatically adjust for Amsterdam Daylight Saving Time.
    Does it have the dates stored somewhere at what date the conversion from Summer- to Wintertime and the the reverse takes place?
    DST for my S&P500 data set is between March 12 and November 5 in 2017. However, for Amsterdam, the DST is between March 26 and October 29.
    My chart then shows data from 1:00-23:00 all year round but shows data from 0:00-22:00 between March 12 and March 26. So there is a timeshift for the days when Amsterdam has gone to DST but US has not yet.
    Is there an easy way to correct this? (I could do this by introducing holidays with special trading windows for 2017 but this will not work if I load data for multiple years).

    #2
    Hello PaulZ,

    Thanks for writing in.

    The dates when the conversion takes place are not viewable in the platform, I will reach out to the development team to see if they can offer any details.

    The best workaround would be to create a custom trading hours template to account to deal with the time shift - you can add holidays for multiple years in a single template.

    Please let me know if I may be of any further assistance.
    Alan S.NinjaTrader Customer Service

    Comment


      #3
      Hello PaulZ,

      The TimeZoneInfo class in .NET helps manage the time zone conversion.

      In addition to the mentioned workaround, you can also set the time zone in NinjaTrader to the exchange time that you would like to view instead of GMT+1 to view the data.
      Alan S.NinjaTrader Customer Service

      Comment


        #4
        How to set it to exchange time?

        Comment


          #5
          Hello TazoTodua,

          Depending on where the exchange is located, you would need to select the corresponding time zone.

          For instance, for the CME, you would select Central Time as the time zone.

          Please let me know if I may be of any further assistance.
          Alan S.NinjaTrader Customer Service

          Comment

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