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Trading Hours - Daylight Savings

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    Trading Hours - Daylight Savings

    NT Team,

    How do NT8 Trading Hours Templates account for shifts to and from daylight savings time?

    For example, I believe the Trading Hours Template "US Equities RTH" is a standard NT8 Template.
    It lists the core trading hours of NYSE as 9:30am - 4:00pm ET (UTC-05:00), Monday - Friday (attached).
    This agrees with the trading hours listed on NYSE.com.
    However, I understand New York is currently on EDT (UTC-04:00) as listed on Timeanddate.com.

    Thanks
    Shannon
    Attached Files

    #2
    The templates don't. NT8 references your PC clock. So, if your PC clock and time zone is set to 'US Equities time' i.e. ET, DST will be accounted for correctly for instruments on NY time. But 'non-US exchanges' may not be. I see you're Melbourne, so may not have your PC on ET. The correct way for this to be dealt with is by TimeZoneInfo which Ninja only very recently made visible. Search for a thread here by Harry/Fat Tails on this issue for more info, and MSDN C#.

    Comment


      #3
      The trading hours template's native time zone is corrected on your charts based on the NinjaTrader time zone settings. For example, the US Equities RTH template is configured in Eastern US time zone with a session start of 9:30AM and a session end of 4:30PM. My local PC clock is set to Mountain US time which is two hours behind Eastern US time. My charts display this template from 7:30AM to 2:30PM.

      You can change the time zone within the platform under Tools > Options > General. By default, this will be your PC's time zone, however, if you prefer for NinjaTrader to be in a different time zone than your PC you can change it in this location.

      Please remember to right-click on your charts and select 'reload all historical data' after making a change to NinjaTrader's time zone.

      There are some time zones which do not honor daylight savings time or have a different saving time schedule than the US. If this is the case for your local time zone, you'll likely want to switch NinjaTrader to the time zone of the exchange or just Eastern US time as brucerobinson suggested.
      Patrick G.NinjaTrader Customer Service

      Comment


        #4
        Patrick,

        Thank you for your response.

        If I understand you correctly, NT8 using the current Trading Hours Templates can not correctly navigate time zones and thus cash trading hours of multiple international exchanges concurrently. For example, where your local PC time is set to Sydney (Australia), while you can programmatically set cash trading hours of the below exchanges, you cannot correctly account for the multiple time zone changes concurrently.
        • Sydney observes AEST between 2 Apr - 1 Oct 2017 and AEDT 1 Oct 2017- 1 April 2018 (timeanddate.com).
        • New York observes EDT between 12 Mar - 5 Nov 2017 and EST 5 Nov 2017- 11 Mar 2018 (timeanddate.com).
        • London observes BST between 26 Mar - 29 Oct 2017 and GMT 29 Oct 2017- 25 Mar 2018 (timeanddate.com).
        • Frankfurt observes CEST between 26 Mar - 29 Oct 2017 and CET 29 Oct 2017- 25 Mar 2018 (timeanddate.com).


        Any solutions / suggestions are welcome.

        Comment


          #5
          Patrick_G & brucerobinson,

          Thanks for your assistance. The issue is resolved.

          Comment


            #6
            Sorry, I do not understand how to solve this issue. Could someone please explain in detail.

            It would be great to have a button to click to automatically take into account daylight savings time like CQG Trader does.

            Thanks.

            Comment


              #7
              This thread discusses in further detail how Trading Hours templates work regarding Daylight Saving Time and some current limitations depending on the time zone of your NinjaTrader/PC. What are you experiencing, Slide588?

              What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.X or 8.0.X.0)

              Is your PC/NinjaTrader set to a time zone which does not account for Daylight Saving Time? What time zone is your PC set to? What time zone is NinjaTrader set to?
              Patrick G.NinjaTrader Customer Service

              Comment

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