Allow no mess-up with time zones on data import

Precondition:

- Using RC5


The background of the problem:



I use Tickstory to import data from Dukascopy and not the SQ Tickdownloader, only because one and one reason: In Tickdownloader there's no clear option to assure me that the data I will download is 100% aligned with my GMT+2/+3 broker server time.


As you know GMT+2/+3 brokers always have their server time aligned with NY session. 


This means two important things: 


1) End of the trading week is always at 23:59:59 (not matter what time of the year)


2) To assure that 1) always happens, the change between GMT +2 and GMT +3 (and vice-versa) due to DST is aligned with the dates when DST is implemented in New York. As you know, DST dates, both in Spring and in Autumn are never the same in New York and London. They differ a few days or even weeks from each other.


As you are aware, this is of utmost importance for H4 strategies for instance.


The problem itself:



This means that when I import data to SQ4 if I am forced to choose a timezone (see attached picture) I am not sure what kind of meddling is SQ doing with my data this is already clean and fully controlled in terms of timezones and more important DST dates.


In SQ3 there was no problem because the user didnt have to chose any timezone when important data, therefore the data imported into SQ3 had the same timezone and DST settings from original file, in my case imported through Tickstory.


Right now, in SQ4,  I'm using the option you can see selected in the attached image (UTC-05) NY with DST, but I am not sure what changes is SQ4 doing to my data and, worse, if the DST adjustments are following the NY dates as they should be (and not London for instance).




The needed solution



Please add option in SQ4 data import dialog with option "Don't change anything in imported data regarding timezones" and/or an option that makes clear to the user that the data will be always  aligned with GMT+2/+3 brokers, including in NY DST dates. One option would just be to replicate the Tickstory Title "NY Trading Hours".


Thank you! 

Attachments
timezone.jpg
(266.55 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

l
#1

Blade Runner

06.07.2018 11:07

Task created

l
#2

Blade Runner

06.07.2018 11:11
please delete sq4_2127. By mistake I pressed the submit button twice and the tool added two identical requests. 

Thank you and apologies for the inconvenience.

MF
#3

Mark Fric

08.07.2018 15:55
SQ4 does NOTHING to the imported data doesn't matter what timezone you choose. The timezone is thetre only for reference if you'd want make a clone of the data in another timezone - then it will be used to recognize the timezone of the source.


So it already does what you request.


But I'd like to ask - are you aware what TickStory does to the data? 

As there is a possibility to download Dukascopy adta right in SQ4 we'd like to extend it with everything our users need so they don't need to use external programs.


Can you describe how exactly you do download and prepare your data in Tickstory? Are there any special steps except just simple data download?


TickDownloader and SQ4 Data Manager don't alter the downloaded data in any way, they are stored exactly in the same way they are downloaded from Dukascopy.

MF
#4

Mark Fric

12.07.2018 10:56

Status changed from New to Refused

m
#5

mikeyc

04.10.2018 20:20

Attachment Tickstory shifting time and daylight saving.png added

But I'd like to ask - are you aware what TickStory does to the data? 

As there is a possibility to download Dukascopy adta right in SQ4 we'd like to extend it with everything our users need so they don't need to use external programs.


Can you describe how exactly you do download and prepare your data in Tickstory? Are there any special steps except just simple data download?


See attached screenshot.  Dukascopy data needs to be shifted (EST + 7) and US daylight saving applied.  Note EST + 7 is the same as GMT + 2, since GMT = EST + 5

m
#6

mikeyc

04.10.2018 20:20
Voted for this task.

Votes: +1

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