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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
Can you help answer these questions from other members on NexusFi?
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?
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.
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.