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I have finally been able to successfully import historical intraday data into my database. Here is what I had to do.
1. Reconfigure the base data to date and time as it would be in US EST at the times my market is open. Ie the date/time of trades retraced backwards by 16 hours. So instead of today's market hours being 10am - 4pm they are 6pm to midnight yesterday.
2. Remove any time shifts within my AB intraday database configure and settings to be zero. This gives the same times on the charts as 1. above
3. I can now import the data successfully.
4. Reset the time shift back to +16 hours to bring the charts back to the actual times of the markets on the charts, ie 10am to 4pm.
This tiresome frustration is done, now for the donkey work of reworking all the data from tick data into 1 minute time spans using the spreadsheet I produced.
The only thing I can figure on this is that I have QT set to display the real market times but it saves the date/time as the US EST times. So when I try to import data with my real times it conflicts with the times already in AB from QT and shows as error.
I will send you Tomasz the data file I am importing and the QT saved daily file if I can find it again. It will work fine as I would guess there is something I am not aware of in the settings I have used either in QT or in AB or both that is causing this conflict.
Cheers,
Graham
-----Original Message-----
From: Graham [mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Wednesday, 12 February 2003 5:24 PM
To: AB yahoo group
Subject: [amibroker] Times settings for RT in EOD version and my continued importing prob
Sorry to continue this, but I have been doing some “what-ifs” and getting my brain tangled in knots.
I decided that maybe my data is not wrong that I am trying to import from txt file, but the settings in AB.
So I set up a new ID database to try it out with results I have trouble fathoming. Hopefully I can summarise what I have done and what happened so someone can understand my problem and help me…………….please! Thanks so much to those who have responded to my plea already, I would not have gotten this far without that help.
For starters
I am in Perth GMT+8hr
This is also US EST +13 hours
The market (ASX) is in Sydney (AESDT) 3 hours ahead of me, ie +16hrs US time
Market times are 10am to 4pm plus a bit for closing
The txt file is a made up one for testing purposes and has data from 9am to 11am (O/H to test AB filter)
I have set QT preferences display offset +16 hours which shows the display at 10-4 to match the market.
QT data source 10am – 4pm, and ticked Use System Time
Now for the AB side of things
I ran a few different time shift scenarios in the database settings to see what effect I get.
1.
Trade times 10-4
Time shift 0 hrs
US time diff 0 hrs
OH Filter Nil
Import data OK, filter tests ok, times and dates ok
QT data: shows -16hrs, ie today (12/2) shows as 6pm – 12am 11/2
2.
In database time diff +16hrs US time
ID time shift 0 hrs
No change to charts
OH filter on – lost QT charts
3.
Database time diff +16hrs US time
Intraday time shift +16 hrs
QT data OK time/date
Test import moved forward 16 hrs
Adding the OH filter QT charts gone
Test import filtered the first hour out, and rest in but at the +16 hour timeslot
4
US time diff to 0 hrs
ID time shift +16 hours
QT now 10-4 and date ok
Test import time correct, but moved 1 day forward
With the OH filter lost QT charts and Test import chart
What the heck should I be doing. I guess all this is ok if you live in the US east coast, but here downunder, and out west I cannot seem to fathom how all this works. I guess it just goes to show that us small town folk really are out of the times ☺
Now if anyone can make sense of this, please let me know. I am going to be needing to import data soon as I will be mostly offline due to other commitments. My preference is not to have to start with zero history.
Cheers,
Graham
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