According to v7's Help, "NinjaTrader stamps a bar with the closing time of the bar. For example, a minute bar with a time of 9:31:00 AM has data from 9:30:00 AM through 9:30:59 AM."
In contrast, I have some historical 1-min data with bars stamped with their starting time. For example, a minute bar with a time of 9:30:00 AM has data from 9:30:00 AM through 9:30:59 AM.
So if I import that data into NinjaTrader, clearly I should select Format = "NinjaTrader (timestamps in import file(s) represent start of bar time)" in the Import tab of the Historical Data Manager.
Then NinjaTrader should change a 9:30:00 AM timestamp to 9:31:00 AM during the import process.
However, instead of ADDING 1 minute to the imported timestamps, it is SUBTRACTING 1 minute therefrom.
You can easily check this by importing a file which contains only one 1-minute bar, such as:
20060101 000000;1.98415;1.98435;1.98410;1.98425;100
The bar in this import-file example represents data for the very first minute of 2006. So the correct NinjaTrader timestamp after importing would be 01/01/2006 00:01.
However, on importing this (using Format = NinjaTrader (timestamps in import file(s) represent start of bar time)), NinjaTrader converted the date & timestamp to 31/12/2005 23:59 instead. That's two minutes out.
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Note that using Format = "NinjaTrader (timestamps in import file(s) represent end of bar time)" when importing historical data correctly results in no changes to timestamps. The above error only applies to selecting "NinjaTrader (timestamps in import file(s) represent start of bar time)"
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One more thing: How do I get threads in this forum to display in the right order, ie., with the oldest post 1st?
Thanks!
In contrast, I have some historical 1-min data with bars stamped with their starting time. For example, a minute bar with a time of 9:30:00 AM has data from 9:30:00 AM through 9:30:59 AM.
So if I import that data into NinjaTrader, clearly I should select Format = "NinjaTrader (timestamps in import file(s) represent start of bar time)" in the Import tab of the Historical Data Manager.
Then NinjaTrader should change a 9:30:00 AM timestamp to 9:31:00 AM during the import process.
However, instead of ADDING 1 minute to the imported timestamps, it is SUBTRACTING 1 minute therefrom.
You can easily check this by importing a file which contains only one 1-minute bar, such as:
20060101 000000;1.98415;1.98435;1.98410;1.98425;100
The bar in this import-file example represents data for the very first minute of 2006. So the correct NinjaTrader timestamp after importing would be 01/01/2006 00:01.
However, on importing this (using Format = NinjaTrader (timestamps in import file(s) represent start of bar time)), NinjaTrader converted the date & timestamp to 31/12/2005 23:59 instead. That's two minutes out.
-----------------------------------
Note that using Format = "NinjaTrader (timestamps in import file(s) represent end of bar time)" when importing historical data correctly results in no changes to timestamps. The above error only applies to selecting "NinjaTrader (timestamps in import file(s) represent start of bar time)"
-----------------------------------
One more thing: How do I get threads in this forum to display in the right order, ie., with the oldest post 1st?
Thanks!
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