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Importing Historical From NT

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Chris

Subscriber, bbp_participant, community, 6 replies.

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9 years ago #113552

Hi,

I have just downloaded the trial version

I am trying to import historical data from NT7 and I am wondering how does Strategy Quant deal with timezone?
My computer timezone is utc+8 (were NT and strategyquants are installed)
Does the software use the local compter timezone when importing?
If not, what’s the procedure to import historical data and timezone? Timezone are not mentioned in the import documentation from what I can see. (maybe a datasource timezone should be added, the same way NT7 has this option when importing data?)
Lastly how does Strategyquant deal with future contracts roll over? And what is the best way to import future contract data split over several contracts over the years.
 
Thanks
Chris

 

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geektrader

Customer, bbp_participant, community, 522 replies.

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9 years ago #129668

SQ does use the data “as is”. It will not mangle with the time-zone in the data nor anything else. So the time-zone that is present in the data is the time-zone SQ uses.

 

As for future contracts I have no idea, someone else might be able to help hopefully.


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