Time Stamps

[spottysallrite]

Live orders are shown in the "Orders" tab of the Control Center. This includes the time stamp of those orders. I often want to analyze those orders, so I put them into Excel. To obtain them, I go to the Chart, right click on it, select "Strategy Performance" from that menu. From the resulting window, I select "Trades" from the drop down menu in the upper left corner. Finally, I right click on that window, then select "Export".

What's odd is the time stamps of those trades (as shown in Excel) is not the same as the time stamps shown on the "Orders" tab. While these are different by a few hundred milliseconds, why aren't they exactly the same? That is, doesn't "Strategy Performance" export the same data that is displayed on the "Orders" tab?

[NinjaTrader_ChristopherJ]

Hello spottysallrite,

I have tested this on my end and my times line up when exported as referenced in the attached screenshot. Can you please attach a screenshot of what you are seeing on your end.
Can you send a screenshot of what you are seeing?

To capture a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

• Click here for instructions

Alternatively to capture a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and attach the file to your reply.

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Thanks in advance.

[spottysallrite]

Well, you're displaying whole seconds. As I said, I'm comparing milliseconds. Please re-run your comparison.

[NinjaTrader_ChristopherJ]

By default, the Strategy Performance Orders only shows down to seconds. So I can look into this further please attach a screenshot of what you are seeing on your end.
Can you send a screenshot of what you are seeing?

To capture a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

• Click here for instructions

Alternatively to capture a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and attach the file to your reply.

• Click here for detailed instruction

Also can you please tell me what version of NinjaTrader you have installed which can be found in the Control Center under Help->About.

[spottysallrite]

? I specifically said that I was looking at that info in Excel. In Excel you can display millisecond resolution, just as it is in the "Orders" tab. Further, I'm not able to provide you a current screen shot because my strategy hasn't produced any trades so far today. As such, I can't provide you with a screen shot of live trades. So, please make this change on your side.

[NinjaTrader_ChristopherJ]

I have tested this on my end and cannot reproduce the behavior you described as referenced in the attached screenshot. Please confirm you entering the Custom time format hh:mm:ss.000 AM/PM. If the issue persists, I suggest contacting Microsoft to verify if there are any settings within Excel that would cause this time adjustment.

[spottysallrite]

Ok, I finally got some trades today:


As you can see in the above, the NT trades shows the first trade was entered at 8:29:00.872, but the exported data (Excel) shows that trade was entered at 8:29:00.934. The difference here is "only" 62 ms, but why aren't these exactly the same? Similarly for the other orders.

[NinjaTrader_ChristopherJ]

The screenshot of the Orders tab does not include the columns displayed in Excel such as Entry price, Exit price, Entry time, etc. Can you please attach a screenshot of the specific window you are exporting data from within NinjaTrader with the times displayed so I may look into this further.

[spottysallrite]

Ok, below is a screen shot of what has been produced so far today. (This came from the Chart, as I explained at the very beginning here.) Note that this was produced from version 8.0.24.2 64-bit. I would upgrade to the current version, except that the current version has backtesting problems, as I've been discussing with Chelsea. In particular, your screen shot provided millisecond resolution. I don't see that option here. That is, the only way I know how to get to ms resolution of this data is to export this to Excel, then format there.

[NinjaTrader_ChristopherJ]

Unfortunately, it doesn't appear your screenshot was attached to your last post. Can you please attempt to attach your screenshot once again.

[spottysallrite]

As you wish: see attached.

[spottysallrite]

Ignore the above; that was the wrong file. It may well be that I was assuming that the info provided by exporting the data from the chart is the executions, rather than the orders, as I had been assuming. Let me look into this more.

[spottysallrite]

Ok, I got some more trades today. Indeed, what is produced from the chart is the same as that produced from the "Executions" tab. So, this issue has been resolved.