Due to the recent timezone change in the US relative to UTC, I have the following issue:
I want to get 1minute historical data only for regular trading hours, which as of last week, were between 13:30 and 20:00 UTC, but as of this week, it is 14:30 to 20:00.
I thought I had solved this issue by applying a filter on the time of each record, but it seems like this is incorrect. Have any of you found a way around this, or am I reading the data incorrectly?
Thanks in advance!