Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"Everything is working great with the API. I love it." - Comment from Calvin
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Timezone of timestamps
Author Topic: Timezone of timestamps (2 messages, Page 1 of 1)

altmany
-Interested User-
Posts: 21
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Nov 19, 2018 04:05 AM          Msg. 1 of 2
The documentation says that IQFeed timestamps are always specified in "Eastern" timezone. Please clarify whether this means that for all timestamps (in both query parameters and returned data) the timezone is:
  • UTC-5
  • EST/EDT depending on daylight summer time in New York
  • Something else, depending on the exchange

The reason for this clarification request is a hunch that there might be a 1-hour discrepancy between the reported timestamp and the data contents of historic tick data (HTT) for @ES# ticks from Chicago (UTC-6 or EST-1). In other words, an HTT query for historic BeginDate/Time of H reports back data with a timestamp of H but data content that seems to match Chicago time H, not New York time H (or perhaps EDT instead of EST, or vice versa).

Naturally, there are 3 possibilities here:
  • That we are mistaken and the data content matches the reported time in New York
  • That it's simply a matter of clarifying the documentation
  • That there is an internal code/data problem somewhere

Please let us know...

Note: I am not a DTN employee; my post reflects my personal opinion and not necessarily DTN's

- Yair
IQML - IQFeed-Matlab connector
https://UndocumentedMatlab.com/IQML

DTN_Steve_S
-DTN Guru-
Posts: 2083
Joined: Nov 21, 2005


Posted: Nov 19, 2018 05:32 AM          Msg. 2 of 2
Hello Yair, our servers do observe DST. As a result,

EST/EDT depending on daylight summer time in New York

is the correct answer to question number 1. As a result, the answer to number 2 should also be:

That we are mistaken and the data content matches the reported time in New York.

Let me know what is causing the confusion for you and I'm happy to offer advice to clear that up.
 

 

Time: Sat March 23, 2019 2:17 AM CFBB v1.2.0 640 ms.
© AderSoftware 2002-2003