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 Post subject: IQFeed Timezone
PostPosted: Wed Jul 17, 2013 5:05 am 
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Joined: Sat Jul 13, 2013 3:57 am
Posts: 52
I noticed this issue today on various charts and thought I had an error in my code, but I think there may be a time zone related issue with IQFeed historical data.

I'm in the CST timezone and it's my understanding IQFeed data is in the EST timezone. I have my TimeOffset for IQFeed set to -1.

When I download data at 9:00 PM CST I get the following IQFeed Data:

1, 5 and 15 min Bar
Last bar: 9:00 PM

6 hour Bar
Last Bar: 11:00 PM

To confirm, the time frame on my last two 6 hours bars are:

5:00 PM - 11:00 PM
11:00 PM - 5:00 AM

As a result, when I start my strategy, a bar exists that is in the future. The second bar to the right (the current time bar) seems to update. Nothing seems to work until the real time catches up to the future bar. I'm afraid that this may provide unpredictable results when starting a strategy.


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 Post subject: Re: IQFeed Timezone
PostPosted: Wed Jul 17, 2013 5:48 am 
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Joined: Sat Jul 13, 2013 3:57 am
Posts: 52
Under the IQFeed Properties, I set IsHistoryBarEndTime = False and that appears to have resolved the issue.


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