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  • #233646 |
    Customer
    557 Posts

    Hi,

    Quick question about the Data Manager, importing tick data that has been exported to a file from Birt’s Tick Data Manager (source Dukascopy).

    When I export the tick data, I select this as the timezone and DST offset.  This is so it matches the MT4 brokers (IC Markets, Global Prime, etc) of UTC +2 with US DST, so that daily bars in MT4 match New York, 5 daily bars and there are no short weekend bars:

    Now, when I want to import this data into SQ4 RC1, what settings should  I select?

    This looks sort of correct:

    Since UTC equals New York +5 hours, the correct setting would be UTC + 2 with US DST.  New York close is 5pm so UTC + 2 is midnight, giving the opening of a new daily bar each day (hence no short weekend bars).

    Tickstory has this bang on, with EST + 07:00 data option (New York Trading hours):

    So, in SQ4, how do I select EST + 7 (UTC + 2) with US DST dates?  

    Thanks,

    Mike

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    #233667
    Customer
    557 Posts

    Any thoughts?

    What does the Timezone actually do in the data?

    Does it affect the generation or is it just a note to the user?

    #233681
    tomas262
    Administrator
    1823 Posts

    Hello,

    when importing data into SQ4 you always select the correct timezone for the data. If you have UTC + 2 timestamps you need to set UTC+2 during the import into SQ4. If the timezone is set correctly then you can let SQ4 to clone the data into a different timezone

    #233690
    Customer
    557 Posts

    Hi Tomas,

    Apart from cloning data, does the timezone affect anything else?

    Also, the data I use in MT4 is always UTC+2 with US DST time.  This is so it aligns midnight in MetaTrader with New York Close and that the daylight saving is aligned to New York.

    But in SQ4, how do I select UTC+2 with US daylight saving?

    This is very important if you understand how MetaTrader daily bars align to the forex market, which starts a new day at New York close of 5 pm, and aligns the hour shift in Spring and Autumn to New York…

    Regards,

    Mike

     

    #233725
    tomas262
    Administrator
    1823 Posts

    Hello,

    the timezone has no other effect but for cloning the data

    The data has to include US DST before the import. When cloning you can just shift hour timestamp

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