Converting tick data between time zones - NinjaTrader | futures io social day trading
futures io futures trading


Converting tick data between time zones
Updated: Views / Replies:1,123 / 4
Created: by daydaxer Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Converting tick data between time zones

  #1 (permalink)
Elite Member
Madrid/Spain
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Interactive Brokers/Kinetick
Favorite Futures: FDAX
 
Posts: 16 since Mar 2012
Thanks: 3 given, 6 received

Converting tick data between time zones

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!

Reply With Quote
The following user says Thank You to daydaxer for this post:
 
  #2 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary

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

Reply With Quote
 
  #3 (permalink)
Elite Member
Madrid/Spain
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Interactive Brokers/Kinetick
Favorite Futures: FDAX
 
Posts: 16 since Mar 2012
Thanks: 3 given, 6 received


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.

Reply With Quote
 
  #4 (permalink)
Elite Member
Madrid/Spain
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Interactive Brokers/Kinetick
Favorite Futures: FDAX
 
Posts: 16 since Mar 2012
Thanks: 3 given, 6 received


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.

Reply With Quote
 
  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


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.

Reply With Quote

Reply



futures io > > > > Converting tick data between time zones

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Colour time zones indicator nickohorny NinjaTrader 17 June 2nd, 2016 10:21 AM
Time and Sales - Level I - Level II - tick data trendisyourfriend Traders Hideout 4 August 28th, 2014 01:14 AM
Converting QCollector data to other formats Big Mike The Elite Circle 3 November 8th, 2013 06:17 PM
Trading multiple time zones DarkPoolTrading NinjaTrader Programming 8 May 17th, 2012 02:05 PM
Is the 6E 12.50 a tick? Best time to trade it Texas time? skyfly Currency Futures 7 August 7th, 2011 10:49 AM


All times are GMT -4. The time now is 09:15 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.12 seconds with 19 queries on phoenix via your IP 54.83.122.227