Daylight Saving Truncation Error

[Feinberg]

Earik / Gentlemen,

There is a truncation error with DTN and Wave59 caused by the transition with Daylight Savings Time on Sunday, March 13th. (Wave59 Pro version 2.23)

Here is a 15 minute chart of the ES on a 24 hour basis.

IF YOU DO NOT EXCLUDE SUNDAY'S DATA FROM MIDNIGHT TO 1800 (I am on Eastern Time) , MONDAY'S DATA DOES NOT GET TRUNCATED.

WHEN YOU DO EXCLUDE SUNDAY'S DATA FROM MIDNIGHT TO 1800, MONDAY'S DATA BECOMES TRUNCATED!

AND ITS GET WORSE!

EVERY THURSDAY FROM HERE ON NOW GETS TRUNCATED.

If you have Interactive Brokers this does not happen.

If you have DTN like I do, you are in deep do do.

This Truncation Error happens on all intra-day times frames.

I have tested this on my Windows XP machine and my Windows 10 machine.

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Let me say this another way.

If you do no want this truncation problem, and want to see data on Sunday, then you will see a non-trading gap from midnight to 1800.

Or, if you eliminate Sunday's data (and of course Saturday's) the truncation problem is no longer there either.

Several of you do use Sunday's data on the CME instruments, and those of you who trade currencies intra-day, will have this problem.

This is not a DTN error. This is a Wave59 error.


Joseph

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UPDATE Wednesday, March 16th

Thank you, Earik for correcting this error that I (we) had. And responding to this as quickly as you did.

I was able to download version 2.25 and install it.

On my end, the data display from Friday night to Sunday at 1800 is "as it should be" / correct / without interruptions / with distortions.

There is no truncation on Monday, or on future or previous Thursdays.

I am very happy.

Joseph

[earik]

Thanks for the detailed write-up. I figured this one out. It's an issue with the daylight savings routine. It's fixed, and 2.25 is going up in about an hour.

Regards,

Earik

[ComGold]

Is it OK to have iQCollector running during install/upgrade to 2.25? Don't want gaps in the tick data.

//Christer

[earik]

Hi Christer,

If you install via the big install file, then you need to close down IQC as well, since it will get overwritten (there's an update in there). So I'd wait until after hours, or the weekend, and do it then. Alternatively, just shut it down, do the install, and then fill in your gaps by re-downloading history (via the file menu in IQC).

Regards,

Earik