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Historical data time zone
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Historical data time zone

  #1 (permalink)
Trading Apprentice
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Historical data time zone

Hi,

I could dig out that market replay in ninja trader converts time stamps so they reflect the user's machine time zone.

Would someone know what is the time zone of the historical intraday data downloaded then? Are there any conversions of time taking place or does the time stamps reflect the time zone of the exchange?

I hope my question is clear as I am not a native English speaking person.

Thank you!!
Zag

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  #2 (permalink)
Market Wizard
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zag2107 View Post
Hi,

I could dig out that market replay in ninja trader converts time stamps so they reflect the user's machine time zone.

Would someone know what is the time zone of the historical intraday data downloaded then? Are there any conversions of time taking place or does the time stamps reflect the time zone of the exchange?

I hope my question is clear as I am not a native English speaking person.

Thank you!!
Zag

Hi Zag

The time of Market Replay reflects the timezone you are in - I think it is adjusted according to your computer clock.

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  #3 (permalink)
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xplorer View Post
Hi Zag



The time of Market Replay reflects the timezone you are in - I think it is adjusted according to your computer clock.



Hi explorer,

Thank you for your input. What about historical data downloaded in ninjatrader, do the time reflect computer clock or the time for the exchange?

Thanks
Zag

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  #4 (permalink)
Market Wizard
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zag2107 View Post
Hi explorer,

Thank you for your input. What about historical data downloaded in ninjatrader, do the time reflect computer clock or the time for the exchange?

Thanks
Zag

I think it should be the same, i.e. data always reflects the timezone of your PC clock.

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  #5 (permalink)
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Hi

I don't think so. I looked at intraday data for CL and it looked like volume was mostly concentrated between 10:30-15ish. And my time zone is 7 hours ahead of Chicago. Does anyone here know for sure or perhaps I should ask in nt support forum instead?

Thanks

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  #6 (permalink)
Market Wizard
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zag2107 View Post
Hi

I don't think so. I looked at intraday data for CL and it looked like volume was mostly concentrated between 10:30-15ish. And my time zone is 7 hours ahead of Chicago. Does anyone here know for sure or perhaps I should ask in nt support forum instead?

Thanks

That's odd. So what you're saying is, if you play Market Replay, you see typical things like a spike in activity at 3pm your time (CET I presume), which is CL pit open time, but for Historical Data you see a different pattern?


In any case NT support will provide the right answer.

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  #7 (permalink)
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As a a side note, all time stamps in my IQfeed connection or NY time zone (Tel-aviv +7)
both real-time and historical have same time stamps

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  #8 (permalink)
Market Wizard
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rleplae View Post
As a a side note, all time stamps in my IQfeed connection or NY time zone (Tel-aviv +7)
both real-time and historical have same time stamps

Yeah, that's what I figured Ron - i.e., regardless of the timezone, both Historical, real-time and Replay should be consistent.

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  #9 (permalink)
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I will try NT support forum. What I meant with the spike in volume is that I find it strange that volume picks up from 10:30 danish time which is 3:30 am at exchange.

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  #10 (permalink)
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Hi,

Here's a link to the support thread I had with NT:

Time zones in historical data - NinjaTrader Support Forum

You were right, they would be consistent and with localy converted timezones.

Thanks,
ZAG

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