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InteractiveBrokers and Timezones

Hi all.

 

I am trading US futures on CME / CBot, and the default TimeZone is EST (New York time).

 

That is fine, but seemingly, IB on QuantConnect in backtesting mode is in GMT timezone, hence I got this:

When using Debug, I get "2018-03-27 08:00:00" (which is EST) and the Log(orderEvent.ToString()) of IB orders are of GMT time :

"Time: 3/27/2018 12:00:00 PM OrderID: 49 Symbol: NQM18 Status: Filled Quantity: -70 FillPrice: 6831.75 USD OrderFee: 129.5 USD"

 

Is this a normal feature of Interactive Brokers in backtesting mode using QuantConnect ?

 

Of course, I can change either time (the info I got from IB, or the timezone of data using SetTimeZone(TimeZones.London)) but my question is really linked to QC choices, and why using London times by default through IB.

 

Thanks

Update Backtest







Hi Laurent Crouzet, in Lean/QuantConnect the Time property of Order and OrderTicket objects are UTC because it is a standard time with some advantages from the programming standpoint (e.g.: DateTime.UtcNow).
When you log an order, you can add log the QCAlgorithm.Time:

Log($"{Time} :: {orderEvent}")
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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





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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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