Importing without execution times

Some brokers and trading platforms are able to export trade execution detail, but include only the date and not the exact time of each execution. Tradervue can import trade data from these platforms, but there are limitations as detailed below.

Which brokers are affected?

OptionsHouse, Fidelity, Schwab, Questrade, and a few others do not export execution times for each trade. Additionally, the Generic Importer can be used to import trade data without execution times - see Generic Import Format for details.

What do I need to know?

All trade executions will be imported with a time of 12:00:00 eastern time.

When importing, you must ensure your trade data is sorted in chronological order, from oldest to newest, when it is exported. The instructions for each importer include steps for ensuring this where necessary.

During the import process, Tradervue normally sorts executions by date and time in order to match executions into trades. However, if you are importing 10 executions for Jan 25, but none of them have times, Tradervue will not be able to sort these executions; therefore, you must ensure your data is sorted correctly.

If the exported data is not sorted correctly, then you may run into instances where a long trade appears in Tradervue as a short trade, or vice-versa. The overall trade P&L will be correct, but the side will be wrong. Note that if you run into this issue, it can be corrected - see "Can I fix this?" below.

What are the limitations?

Without correct execution times, some of the reports will not show accurate data. Specifically, the following reports on the Detailed tab (and Win vs Loss Days and Compare tabs) will have issues:

  • Days/Times group: Distribution/Performance by Hour of Day
  • Price/Volume group: Distribution/Performance by In-trade Price Range

And on the Advanced reports tab:

  • Duration (for intraday trades)
  • All MFE/MAE-related values

In addition, when viewing an individual trade, the following will be impacted:

  • Intraday price charts will be created, but your executions will all be plotted at 12:00:00
  • Running P&L charts will not appear correct for intraday timeframes
  • MFE and MAE data will not correctly reflect the price and P&L movement during the trade

Can I fix this?

After importing your data, you can add the real execution times if you have them available. To do so, open an individual trade, click the "Advanced" link (on the right just above the execution list), and edit each execution in turn to reflect its correct time.

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