Why is day candles only at 5pm utc?

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