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QuantConnect/OANDA daily bars end-time for forex is 20:00:00 ET (00:00:00 UTC) right?
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Mia Alissi
Yes, Zoe is correct!
QuantConnect/OANDA daily bars for Forex data are timestamped with an end-time of 00:00:00 UTC, which is equivalent to 20:00:00 Eastern Time (ET) on the previous calendar day.
Practical Implication: If you are comparing these bars to other sources, make sure to align the timezones—other platforms might use New York close (17:00 ET) or local time conventions.
Caution: If you want different daily cutoffs (like aligning with NY close), you can use a custom bar consolidator to align daily bars to your preferred session.
Let me know if you want an example for customizing daily bar consolidation!
Sources: Periods - QuantConnect.com, Handling Data - QuantConnect.com, Calendar Consolidators - QuantConnect.com
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.
Zoe Ho
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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