Timestamps of exported data

[trader_rick]

Hi,

I have some questions regarding the timestamping of exported data.

I've exported minute data from within NT8. However, when I try to reconcile the NT chart for the same data and the exported file, I find that there is a 1hr discrepancy.

Specifically, the exported data lags the chart by 1hr. I'm currently in London where Daylight Savings Time is in effect, so the chart is showing the correct time when viewing real-time data. It appears that the exported data is not however. It seems to have done an incomplete transformation, from original exchange timezone (in this case CST) to local timezone (GMT) but without taking DST into account.

-Please can you confirm that this is the case.
-Is there any way of setting the timezone of exported data? (The safest method would be to just use the original exchange timestamps).
-Finally, when I see a timestamp of 133100 in the exported minute data, please confirm that this aggregates all trading ticks between 13:30:00.something and 13:31:00 (inclusive or exclusive?) i.e. the timestamp is in arrears.
However, it appears that daily data is timestamped in advance, i.e. a timestamp of 20200907 aggregates all ticks from midnight on the 7th up to 23:59:59.something. Is this correct?

thanks

[NinjaTrader_Kate]

Hello trader_rick,

Thank you for your note.

All exported data is exported in the UTC time zone. There is not a way to set a different time zone for exported data. When imported, NinjaTrader will automatically display the data in the time zone the platform is set to use. You're correct in that minute bars are timestamped with the close of a bar, so a bar timestamped 133100 would include all ticks between 13:30:00.001 and 13:31:00.000. A daily bar will be timestamped with the closing date of that ETH session.

https://ninjatrader.com/support/helpGuides/nt8/exporting.htm

Please let us know if we may be of further assistance to you.

[trader_rick]

Thank you Kate - you answered all of my questions perfectly.

[trader_rick]

Follow-up question, just to clarify.

For daily bars, you said the timestamp is for the closing date of the ETH for that session. So using the ES futures contract as an example, there are two sessions;
17:00-15:15 next day
15:30-16:00

RTH finishes at 15:15 with maintenance shutdowns then and at 16:00. So I'm assuming that a daily bar will aggregate tick data up to 16:00 of that day, not 15:15. Is that correct?

[NinjaTrader_Kate]

Hello trader_rick,

Thank you for your reply.

That's correct, daily bars will include data from 17:00 the day prior to 16:00 (times listed in US Central) the next day.

Please let us know if we may be of further assistance to you.