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Intraday Data conversion - Incorrect Time

Last post 02-16-2008, 8:12 by Ligu. 0 replies.
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  •  02-16-2008, 8:12 26547

    Intraday Data conversion - Incorrect Time

    Hi,

    I am new to MS Pro and would appreciate some help on the following issue.

    I am trying to store historical minute data to my local HD by copying data from MS Pro to Excel and then use Downloader Convert function to convert the Excel file to MS format. 

    The conversion is OK except that Downloader seems to have assigned incorrect time to some portion of the bars, for example:

    In Excel, the Time data for 5 consecutive bars are correctly shown as

    16:07; 16:08; 16:09; 16:10; 16:11

    But after conversion, they may have changed into:

    16:07:000; 16:07:059; 16:08:060; 16:09:061; 16:11:000

    This causes some of my time-based systems to react incorrectly when I run backtests.  Any advice on how to fix this would be much appreciated.

    Thanks,

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