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The SPXW symbol appears to be trading in the EST time zone, but its first trade of the day is at 10:31 am. Should this not be 9:31 am? At first, I was thinking it would be in CST due to the exchange location, but 10:30 CST is not when the exchange opens either. Can someone provide clarification on this issue? If you look at the backtest, you can see the first trade is at 10:31. However, for the SPX it should be 9:31.
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Alexandre Catarino
Hi Mathew Blonc ,
Thank you for the report.
We are aware of the issue. The index option timezone is correct (America/Chicago). However, there is an issue with the data processing that didn't include the first trading hour.
The Data Team will fix the issue as soon as possible.
Best regards,
Alex
Mathew Blonc
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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