How can I get day candles at market close each day not 5pm utc?
@sheep Are you certain you see the daily bars at 5 PM UTC? They would typically (when it’s not daylight saving time in the US) be labeled as 5 AM UTC. Like this
| open | high | low | close | volume | trade_count | vwap | |
|---|---|---|---|---|---|---|---|
| timestamp | |||||||
| 2023-01-03 05:00:00+00:00 | 11.82 | 11.92 | 11.570 | 11.68 | 45261788 | 132322 | 11.708801 |
All bars (minute, hour, etc) are by convention labeled with the start time of the bar. In the case of daily bars that time is 00:00 ET. If one converts ET 00:00:00-05:00 (ie ‘market time’) to UTC one gets 05:00:00+00:00. That is why daily bars are labeled 05:00:00+00:00. This changes when daylight saving time takes effect. Then the daily bars start at 04:00:00+00:00.
Is that what you are seeing?
Yeah absolutely. What to expect to overcome this
@StordLord What are you asking? The best way to work with bar data is always convert to market time (ie US Eastern Time). That way the timestamps will be consistent (ie will account for daylight saving time) and more logical (ie day bars begin at midnight ET).
yes, ok the behavior is correct then
Sorry to hijack the old thread, but the topic is exactly what I am wondering about. For higher timeframes (Daily and higher), the candle start time is 00:00:00 ET. Is there a way to make Alpaca return actual market open times? I can probably replace the time with 9.30am ET myself, but I would prefer for Alpaca to return the right time directly if that is an option