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Bug? Problem with import data from textfile

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    Bug? Problem with import data from textfile

    If I export EOD data to a textfile, I see in the resulting file that there are only dates, not times. So the daily bar closing time (usually 9pm for the US markets in my timezone) is not in the file.

    When I then import the same file back into NT7, the bar has a different closing time. The funny thing is that regardless of the timezone that I select when importing the data, the bar time is ALWAYS 5:00am. However, the DATE of the bar DOES change at some point depending on the timezone that I select.

    So it looks like NT makes an assumption on the closing time of the EOD bars and then attempts to convert that to the correct timezone (therefore I see the date changing). But somehow the time remains fixed at 5:00am

    #2
    Hello,

    So if you use the time zone that your PC is set too? You get incorrect date?

    The time stamp on the daily data is a virtual time stamp and can be ignored. Mainly I just want to make sure the date is correct.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

    Comment


      #3
      Originally posted by NinjaTrader_Brett View Post
      Hello,

      So if you use the time zone that your PC is set too? You get incorrect date?

      The time stamp on the daily data is a virtual time stamp and can be ignored. Mainly I just want to make sure the date is correct.
      Yes! If I use the same timezone as the PC is set to (in my case GMT) I get an incorrect date. This is how I discovered the problem. If I export a symbol and then import it again by a different name (by changing the filename) the two charts are not aligned.

      Btw: even if the date were correct then there is still an alignment problem because the time is different. This can be seen when I put one chart above the other, bring up the databox and move with the crosshair around in the chart. The databox will sometimes show different dates for both instruments.

      Comment


        #4
        Hello,

        Checking into this with development.

        Thanks for your patience. May not be until tomarrow where you get a response from me.
        BrettNinjaTrader Product Management

        Comment


          #5
          FireFly,

          Let us compare apples to apples first. Please look at the Historical Data Manager's Edit tab and write down a few dates with their respective prices/volume. Export your data, delete the old data, reimport. Then check in the Edit tab again (not charts). What do you see as far as the imported data? Remember to select the same timezone your PC is in.
          JoshNinjaTrader Customer Service

          Comment


            #6
            In the Edit tab I can see no difference between the original and the imported data. However, if I print the date and time in the output window using this statement:

            Print(Time[0]+" Close[0]= "+Close[0]);

            Then I get this:

            Original:
            12/21/2010 9:00:00 PM Close[0]= 14.89
            12/22/2010 9:00:00 PM Close[0]= 15.14
            12/23/2010 9:00:00 PM Close[0]= 15.34
            12/27/2010 9:00:00 PM Close[0]= 15.23
            12/28/2010 9:00:00 PM Close[0]= 15.25
            12/29/2010 9:00:00 PM Close[0]= 15.13
            12/30/2010 9:00:00 PM Close[0]= 15.21
            12/31/2010 9:00:00 PM Close[0]= 15.39

            Imported:
            12/21/2010 5:00:00 AM Close[0]= 14.77
            12/22/2010 5:00:00 AM Close[0]= 14.89
            12/23/2010 5:00:00 AM Close[0]= 15.14
            12/24/2010 5:00:00 AM Close[0]= 15.34
            12/28/2010 5:00:00 AM Close[0]= 15.23
            12/29/2010 5:00:00 AM Close[0]= 15.25
            12/30/2010 5:00:00 AM Close[0]= 15.13
            12/31/2010 5:00:00 AM Close[0]= 15.21

            I have also attached a picture of what I get when I put both charts together. You can see the shift between both series.
            Attached Files

            Comment


              #7
              And to add to the previous post, here is what happens if I don't use my own timezone (GMT) when importing but use HongKong time (+8) instead:

              12/21/2010 5:00:00 AM Close[0]= 14.89
              12/22/2010 5:00:00 AM Close[0]= 15.14
              12/23/2010 5:00:00 AM Close[0]= 15.34
              12/27/2010 5:00:00 AM Close[0]= 15.23
              12/28/2010 5:00:00 AM Close[0]= 15.25
              12/29/2010 5:00:00 AM Close[0]= 15.13
              12/30/2010 5:00:00 AM Close[0]= 15.21
              12/31/2010 5:00:00 AM Close[0]= 15.39

              As you can see, the date shift is then not happening but the time is stuck to 5:00 AM.

              Comment


                #8
                Is this a confirmed bug now?

                Comment


                  #9
                  FireFly, sorry for the non update - I'll check with the techs who worked last on this one and get back to you.

                  Thanks,
                  BertrandNinjaTrader Customer Service

                  Comment


                    #10
                    Hello,

                    The times in the HDM are correct. However the times displayed in the chart will be adjusted based on your session template. What time zone is your PC in?

                    I look forward to assisting you further.
                    BrettNinjaTrader Product Management

                    Comment


                      #11
                      I'm in the GMT timezone.

                      But as you can see from my previous posts, times in the chart are NOT properly adjusted based on the session template after importing data. Regardless of the timezone I always get as time 5:00am but sometimes the date switches.
                      Last edited by FireFly; 01-14-2011, 08:31 AM.

                      Comment


                        #12
                        Hello,

                        Ok heres the reason this is occuring.

                        When you export daily bars, they are exported without a time stamp.

                        When you import them back in they are given a generic time stamp of 12:00.

                        Therefor when you take the 12:00 Time stamp then apply your session time stamp too it then gives you the time you see.

                        Therefor this will always occur wih exported data.

                        The time stamp from your provider is not 12:00, it is most likely something else.This is why the data is mismatch.

                        I guess the main issue here is understanding, why your exporting the data and then importing it directly back in as this is not designed to function this way. Export of data is used to import into another application for example.

                        Let me know if I can be of further assistance.
                        BrettNinjaTrader Product Management

                        Comment


                          #13
                          So what you are saying is that it doesn't matter which timezone I select when I import EOD data? This is clearly NOT the case, since the selected timezone can make the date jump one day (see previous posts).

                          So either:

                          1) NT assigns a generic timestamp of 12:00 when importing, regardless of the timezone. Then I should always see 5:00am, but then I should NEVER see the date jump based on the selected timezone (but I DO see the date jump!).

                          Or:

                          2) NT assigns a timestamp based on the selected timezone when importing. Then I should see different dates and times depending on the timezone setting at import.

                          It has to be one of these two. Otherwise there has to be a bug!

                          Comment


                            #14
                            Hello,

                            For me to confirm personnaly with any case and to double check this information, Can you please send me your exported file to support @ ninjatrader dot com and reference this forum post and put ATTN: Brett in the subject line.

                            I look forward to assisting you further.
                            BrettNinjaTrader Product Management

                            Comment


                              #15
                              Hello,

                              Its

                              2) NT assigns a timestamp based on the selected timezone when importing. Then I should see different dates and times depending on the timezone setting at import.


                              It will by default set a time stamp of 24:00. However is I for example add the offset based on the timezone selected. Based on EST.

                              Therefor, if I set MTN time zone which is two hours - EST. I get a time stamp of 22:00.

                              Therefor you need to adjust your Import time zone to match the time of your other data.

                              Let me know if I can be of further assistance.
                              BrettNinjaTrader Product Management

                              Comment

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