Back

Time zone of Time

I would like to obtain the time zone of Time that is provided to the OnData(Slice slice) function.

The reason is as follows:

When running a backtest I see that S&P500 mini future starts trading at 18:00 on Sunday (first minute trade bar at 18:01), 

At CME Group website, trading hours are specified as "Sunday-Friday 6:00 p.m.-5:15 p.m. New York time/ET" so i deduce the time zone of Time is New York time/ET.

I want to recompute the value of Time to a DateTime in time zone CET, which incidently makes the trading hours Workdays 00:00-23:15 CET (actually 0:00 - 22:15, 22:30-23:15). So proper SW design requires a function that returns the time zone of Time.

Update Backtest








Bart van den Broek ,
you can get the current time zone for the algorithm with the TimeZone property:

Debug("TimeZone: " + TimeZone);

You can also change the default time zone (NewYork) with the SetTimeZone method:

SetTimeZone(TimeZones.Berlin);

 

0

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.


Update Backtest





0

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.


Loading...

This discussion is closed