SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Fri Nov 24, 2017 1:25 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 2 posts ] 
Author Message
 Post subject: Trade data and Bar data
PostPosted: Thu Jul 24, 2014 11:01 am 
Offline

Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi

Just out of curiosity: do we have an time stamp(Exchange date time) with the trade data that we receive from the provider?

If so why do we convert it into local time and form bars with a local time stamp in smartquant?

Regards
Maddy


Top
 Profile  
 
PostPosted: Thu Jul 24, 2014 11:17 am 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6778
Hi,

we have exchange time filed in OQ2014.

As for "why we use local time", I suggest you search this forum. There were many discussions and explanations covering this topic (the main issue is synchronization between different times, but there are also other questions that have to be answered). If you have any arguments or suggestions that help dealing with exchange time, you are welcome to discuss it in this thread or elsewhere.

Regards,
Anton


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group