Using Local Exchange Timezone to query TRTH

Tux1
Tux1
in TRTH

Hi,

I am doing Range query through C# api. I want to request data between two times expressed in the timezone of the exchange. Same as Datascope with this option :

image

Do you know how I can set this option ?

I know that C# has `DateRangeTimeZone` option but that doesn't allow me to have the local exchange timezone

Thanks

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl
    Answer ✓

    webmastertux1,

    In a nutshell, use this condition:

    DateRangeTimeZone = "Local Exchange Time Zone",

    Let me add a bit more detail:

    I made an On Demand query for 1 hour Intraday summaries (bars), for RICs on Hong Kong, Germany and New York. The conditions included the following; I varied the value of DateRangeTimeZone based on what can be seen in the GUI:

    image

    Then I looked at the time stamps of the results:

    MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
    DateRangeTimeZone = "UTC+01:00",
    QueryStartDate = new DateTimeOffset(2016, 09, 29, 0, 0, 0, TimeSpan.FromHours(0)),
    QueryEndDate = new DateTimeOffset(2016, 09, 30, 0, 0, 0, TimeSpan.FromHours(0)),
    ReportDateRangeType = ReportDateRangeType.Range,

    Test 1:

    DateRangeTimeZone = "UTC+01:00"

    Result: timestamps range from 22:00 to 21:00, i.e. range is UTC+1

    Test 2:

    DateRangeTimeZone = "UTC+02:00"

    Result: timestamps range from 21:00 to 20:00, i.e. range is UTC+2

    Test 3:

    DateRangeTimeZone = "Athens, Bucharest"

    Result: timestamps range from 21:00 to 20:00, i.e. range is UTC+2

    Test 4:

    Not setting parameter DateRangeTimeZone

    Result: timestamps range from 22:00 to 21:00, range is UTC+1 (i.e. the default is my own TimeZone).

Answers

  • Tux1
    Tux1

    Hi @Christiaan Meihsl,

    Thanks a lot for your help. What happens in your test if you set "Local Exchange Time Zone" ? Personnaly, on my side I still have weird results.

    For instance, I ask BAC.N (US stock) from 2011-08-11 00:00:00.000 to 2011-08-11 23:59:59.999 with the option `DateRangeTimeZone = "Local Exchange Time Zone"`

    I should get only data on 2011-08-11 utc-4. but no I get that :

    `BAC.N,Market Price,2011-08-10T16:00:00.178635000-04,Raw,UPDATE,UNSPECIFIED,,,,62,,24848,,10"`

    Did I make a mistake somewhere ?

    EDIT :

    It looks like I don't have the same behavior between C# API and DataScope Select.

    It works as expected in Datascope. Not in C#

    Thanks

  • Tux1
    Tux1

    I found. it was because I set QueryStartDate with a `DateTime` instead of `DateTimeOffset`, so somewhere a local machine time zone conversion was done in .Net

  • Christiaan Meihsl
    Christiaan Meihsl

    webmastertux1, glad you found it !

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