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PostPosted: Thu Dec 13, 2012 8:25 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
I don't know this is because of myself or the IQfeed plugin

I am in UK. I found the real time market data's time stamp is using local system time (GMT), but actually IQfeed stream's time stamp is exchange time (EST). Why don't it use exchange time for both? Plus the historical trade data I retrieved is also using exchange time(EST). This type of mismatch will course lots of trouble because I now can't divide pre-market and market by time stamp now. I also don't know how the bar factory deal with this mis-match when compress intra-day bars.

Is there any setting to fix this issue?


Thanks a lot in advance.


Regards,

JC


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PostPosted: Thu Dec 13, 2012 9:50 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
OpenQuant marks incoming ticks with local timestamps (local time of your computer). This is the reason for mismatch you observe.

Regards,
Anton


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PostPosted: Mon Dec 17, 2012 1:25 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
Dr. Anton Fokin wrote:
OpenQuant marks incoming ticks with local timestamps (local time of your computer). This is the reason for mismatch you observe.

Regards,
Anton


Thanks Anton. I now set my system time to EST to avoid the mismatch. I know most providers use their own timestamps rather than use exchange time. So it is ok we use local time.


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