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Converting tick data between time zones


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Converting tick data between time zones

  #1 (permalink)
 daydaxer 
Madrid/Spain
 
Experience: Beginner
Platform: NinjaTrader
Broker: Interactive Brokers/Kinetick
Trading: FDAX
Posts: 16 since Mar 2012
Thanks Given: 3
Thanks Received: 6

Hi,

Recently I downloaded FDAX tick data from patbateman, which is in NT db format (*.ntd). The problem I have is that the tick data seems to be EST (It displayed ticks from 2:00 to 16:00 in my PC, were it should have been 8:00 to 22:00).

I have now converted the data by following these steps:

1) Delete all FDAX data
2) Copy all tick data files to \NinjaTrader 7\db\tick\....
3) Change my PC timezone to EST
4) Start NT
5) Export all tick data to text files
6) Quit NT
7) Change time zone back to my time zone (Madrid UTC+1 with daylight savings)
8) Start NT
9) Import the text files I exported in 5

It seems data timestamps are ok and properly converted, but I'm not sure if I have errors in it, specially with daylight savings.

Is there a better way to do this? and more important is this the correct way of converting tick timestamps?

Cheers!

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  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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It is a pain to convert that data between different time zones. I do not know a better solution. But I will test it.

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  #3 (permalink)
 daydaxer 
Madrid/Spain
 
Experience: Beginner
Platform: NinjaTrader
Broker: Interactive Brokers/Kinetick
Trading: FDAX
Posts: 16 since Mar 2012
Thanks Given: 3
Thanks Received: 6


Actually the method I just posted seems to have worked fine. And was not that hard.

I've just coded a strategy to check the tick data against my 1 min bars..... I'll do some tests and post them.

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  #4 (permalink)
 daydaxer 
Madrid/Spain
 
Experience: Beginner
Platform: NinjaTrader
Broker: Interactive Brokers/Kinetick
Trading: FDAX
Posts: 16 since Mar 2012
Thanks Given: 3
Thanks Received: 6


Fat Tails View Post
It is a pain to convert that data between different time zones. I do not know a better solution. But I will test it.

According to NT support the recommended way of doing it is using the export / import process instead of copying in pure ntd files for exactly for this reason. The exported files from NT would be UTC and if imported again would be put into the correct target timezone on the local PC.

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  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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daydaxer View Post
According to NT support the recommended way of doing it is using the export / import process instead of copying in pure ntd files for exactly for this reason. The exported files from NT would be UTC and if imported again would be put into the correct target timezone on the local PC.

Last time I tried, I was not successful, but this was a long time ago.

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Last Updated on June 8, 2012


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