I am using the HistoricalBarsRequest to get historical data for a few symbols. I am in the EST US timezone. I am currently calling it like this:
new HistoricalBarsRequest(symbols, TimeZoneInfo.ConvertTimeToUtc(startTime), TimeZoneInfo.ConvertTimeToUtc(endTime), BarTimeFrame.Minute)
I wish to get data for the symbols from 9:30 AM EST to 4PM EST. My startTime and endTime correspond to that but if I compare my bars data to the live data from that day, it doesn’t match. This is why I wanted to make sure I am passing the datetime correctly.