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:
- 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
IQML - IQFeed-Matlab connector