1-minute data is correct, but aggregation to higher seems off

[siroki]

I have imported some stock data on the 1 minute interval manually through csv. I know this data is correct and timestamps on the intervals are also correct. I have double checked my data with various data providers like barchart, td ameritrade etc.

When I look at the 1-min interval on the chart, the chart looks fine and exactly the same as my broker charts.

But when I aggregate the chart to a higher timeframe, for example, 3-min, the chart is not displaying correctly. Most of the bars' high/low/close/open are really off compared to the underlying data. I'm not really sure how this is happening. When I reload the data from my dataprovider, the data is refreshed and the chart shows correctly.

I have imported the same csv import file into Amibroker, just to make sure my data is correct. But in Amibroker the aggregation to higher timeframes are displayed correctly (see last chart). So it's really a Ninjatrader issue.

This is very strange because my initially imported 1-min data is correct. As mentioned, I have double/triple checked my raw data (in csv) with various data sources bar-by-bar.

How is it possible that manual imported data from a csv experiences problems with higher aggregations?

I would love some assistance on this.

Kind regards,

Glen

Some charts:

INDO 28-Jan-2022

TDA 1-MIN


TDA 3-MIN

Ninjatrader 1-MIN


Ninjatrader 3-MIN


Amibroker 3-MIN:

[siroki]

UPDATE: I think I know what is wrong.. it seems the bars of my dataset are off by one minute

[siroki]

SOLVED: I'm not entirely sure how Ninjatrader works but I solved the issue.

First I offset the underlying data in the csv by 1-minute forward. Then when importing I selected the Ninjatrader (beginning of bar timestamps) option. Now everything seems fine.

Perhaps someone can explain me how this works? It seems odds that I need to adjust the underlying data by offsetting it by 1-minute forward.

[NinjaTrader_RyanS]

Hello,

NinjaTrader stamps a bar with the closing time of the bar. For example, a minute bar with a time of 9:31:00 AM has data from 9:30:00 AM through 9:30:59 AM. Using end of bar time stamps is required in order to be able to plot multiple series of differing time frames within a single chart all accurately synchronized to time.