I am attempting to calculate Camarilla pivot point values based on the previous day candle (open, close, high and low). My issue is regarding the daily candle data being returned to OnData.

My broker is Oanda. and am using a Daily resolution.

AddForex("EURUSD", Resolution.Daily, Market.Oanda);

I setup the following within OnData event handler.

_open = data["EURUSD"].Open;

_close = data["EURUSD"].Close;

The values returned are indicating that the daily candle is based on a 1900(EST) open/close. Two hours after the NY market closes.

Shouldn’t the previous daily candle values reflect a 1700(EST) open/close?  This is generally accepted as the official open/close of the forex market and the basis of calculating daily candles.

Is this by design (UTC Midnight) or am I missing something?

I’m just starting my journey with QC and any help would be appreciated.


Jim T