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Importing data issues

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    Importing data issues

    Hello,

    how does NT create bars? I seem to be having some issues that I can't make to seem any sense of. I uploaded 1 year worth of 1 min data following these directions:

    https://ninjatrader.com/support/help...s/?welcome.htm

    Minute Bars Format
    Each bar must be on its own line and fields must be separated by semicolon (. Only 1 minute bars can be imported.



    The format is:
    yyyyMMdd HHmmss;open price;high price;low price;close price;volume



    Sample data:

    20061023 004400;1377.25;1377.25;1377.25;1377.25;86

    20061023 004500;1377.25;1377.25;1377.25;1377.25;27

    20061023 004600;1377.25;1377.25;1377.25;1377.25;24

    20061023 004700;1377.50;1377.50;1377.25;1377.25;82
    First, I imported the data with correct time zone (UTC US and Canada). I also checked marked "convert minute data to daily bars." Then I loaded the data on a chart with 1 minute time frame. I checked many times on NT chart with my data in excel sheet to make sure the data was correct. The one minute data looks correct. However, i have no idea how the hourly bars are being formed.

    The close for 23:00 on an hourly chart should be 23:59? Right? That does not seem to be the case. Looking into it further, it seems 22:01 is the open for 23:00 bar and 23:00 minute is the close for 23:00 rather than 23:59. Does this seem right? When I imported the data I checked marked "end of bar timestamps"

    I also tried with "begining of bar timestamps" and this makes my 23:00 open and close based on 22:00 open and close.. it's basically offset by one hour. What gives?

    The data I am uploading should have 23:59 minute data as the close for 23:00. How can I do this? The hour template I am using is forex with UTC time zone matching my import
    Attached Files
    Last edited by staycool3_a; 08-20-2018, 12:08 AM.

    #2
    Hello ,

    Thank you for your post. This is due to NinjaTrader bars being stamped with the closing of the bar, from our help guide "a minute bar with a time of 9:31:00 AM has data from 9:30:00 AM through 9:30:59 AM"

    I've linked below the section of our help guide that covers how bars are built.

    https://ninjatrader.com/support/help..._are_built.htm

    Let us know if we may assist further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_EricB View Post
      Hello ,

      Thank you for your post. This is due to NinjaTrader bars being stamped with the closing of the bar, from our help guide "a minute bar with a time of 9:31:00 AM has data from 9:30:00 AM through 9:30:59 AM"

      I've linked below the section of our help guide that covers how bars are built.

      https://ninjatrader.com/support/help..._are_built.htm

      Let us know if we may assist further.
      Ok so following the same logic; if I insert minute data from 9:00:00 am to 9:59:59; shouldn't that translate to 60 minute open from 9:31:00 to 9:59:59? If not, how can i do this? I don't undersatnd why my data that i insert with exact time stamps isn't forming the expected 60 minute bar..
      Last edited by staycool3_a; 08-20-2018, 11:09 AM.

      Comment


        #4
        Thank you for your reply.

        Minute data for 9:00:00 to 9:59:59 would comprise the 10:00:00 bar, there is not a method to change how chart bars are formed in this regard.. To clarify, below is in line with how NinjaTrader bars are built by design.

        The close for 23:00 on an hourly chart should be 23:59? Right? That does not seem to be the case. Looking into it further, it seems 22:01 is the open for 23:00 bar and 23:00 minute is the close for 23:00 rather than 23:59. Does this seem right? When I imported the data I checked marked "end of bar timestamps"
        Eric B.NinjaTrader Customer Service

        Comment

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