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»Forums Index »Archive (2017 and earlier) »Data and Content Support »ET time
Author Topic: ET time (9 messages, Page 1 of 1)

sersan
-Interested User-
Posts: 62
Joined: Dec 12, 2007


Posted: Mar 10, 2008 03:31 AM          Msg. 1 of 9
Usually, DAX and CAC futures start the session at 2:00 ET but today have started at 3:00 ET. What is the reason?
Regards.

Geoff
-Interested User-
Posts: 10
Joined: Jun 6, 2007


Posted: Mar 10, 2008 04:54 AM          Msg. 2 of 9
Daylight saving time, EST is now EDT but Europe doesn't change until 30th March.

sersan
-Interested User-
Posts: 62
Joined: Dec 12, 2007


Posted: Mar 10, 2008 05:22 AM          Msg. 3 of 9
Thanks Geoff, I found out it.

In any case, I think that I have a problem. I work with Wealth-lab Developer 4.0 with European futures. Today, my charts have started one hour before because USA set the clock back one hour.

I cannot put a timetable for last Friday and another different timetable for this Monday on my charts and scripts. Do whatever I do, my charts and scripts are absolutely distorted and my systems will not work suitable.

Anybody knows how can I solve this important problem?

Regards.

sersan
-Interested User-
Posts: 62
Joined: Dec 12, 2007


Posted: Mar 11, 2008 05:57 AM          Msg. 4 of 9
No answer, so I suppose that there is not solution.

Therefore, I must change my vendor because this problem is critical for my trading.

Regards.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 11, 2008 07:57 AM          Msg. 5 of 9
I am not sure there is anything we can do. The time recorded is the time of the trade. We cannot go back and change the times to account for client software that isn't able to accurately process changes in DST.

Jay Froscheiser
DTN - Trading Markets

Roberts
-Interested User-
Posts: 43
Joined: Mar 26, 2008


Posted: Mar 26, 2008 09:47 AM          Msg. 6 of 9
Our developer says that IQFeed presents the time as ET time only. Further, the data supplied by IQFeed lacks any information to identify the time zone of the instrument, although it does identify the traded exchange.

Help me out here Jay. How do you suggest we solve this based on the data supplied by IQFeed? How do other developers do it?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 26, 2008 10:40 AM          Msg. 7 of 9
this is something we are looking at adding to IQFeed fundamental data (more information about individual contracts, exchanges). It is a ways off however. Since the number of exchanges we carry isn't large, I would assume most software vendors have a table converting our ET feed to the local or exchange time (whichever is desired).

Jay Froscheiser
DTN - Trading Markets

Roberts
-Interested User-
Posts: 43
Joined: Mar 26, 2008


Posted: Mar 26, 2008 11:06 AM          Msg. 8 of 9
In fact that's what Wealth-Lab built in for another data vendor, but that table isn't available for COM data adapters. We could probably export it and read the information from a file, however. Will look into that. Thanks.

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Mar 26, 2008 01:42 PM          Msg. 9 of 9
FWIW:

I have made EST the standard in the IQXP Program for charts regardless of local time. The feed data is all in EST so why get into changes. This lets me do direct comparisons of charts for the same time period and not have offsets or need to have the user enter his local time. Holidays can also be an issue when some foreign exchanges are open when the US is closed.

The thing I'd like to see added in the fundamental data is the market start and stop times for each symbol instead of my having to keep an internal table. In addition to this, the extended trading hours can add confusion too. I have made my charts (minute bar) larger so that they include pre and post market hours. On many issues this shows the thinness of trading, and on some days catches a post market boom that continues. This market is a traders dream - hopefully not a nightmare.

David

IQXP Software
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