historic trade timeutc seems to be US East Coast time marked as utc.
Iâve noticed the same / similar. I was just testing out downloading bars and found that the incoming ârawâ time is marked as: â2020-04-01T04:00:00Zâ for daily aggregated data. Presumably that is 4pm Eastern time. So not only is it the wrong timezone (indicated as UTC) but it also appears to have disregarded AM/PM. I pulled this data using the latest published version of the python API (v1.2.1).
https://data.alpaca.markets:443 âGET /v2/stocks/CSCO/bars?timeframe=1Day&adjustment=raw&start=2020-03-31T20%3A00%3A00%2B00%3A00&end=2021-03-30T20%3A00%3A00%2B00%3A00&limit=2500 HTTP/1.1â 200 None
Note that the results are the same even if I simplify start/end to be dates without timestamps. Iâve also tested other tickers/symbols and get the same result.
As a follow-up to myself, I just checked 1min resolution and that seems to produce the correct timesâso I think the issue is that the times are wrong for daily data. I suppose thatâs not a terribly big deal if we just disregard the time components altogetherâbut it still shouldnât be that wayâŚ
(it occurred to me that the provided time may correspond to the time when the daily results were finalized/reset (basically midnight EST)⌠which still seems wrong to me because general convention is to use the market close time).