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QCAlgorithm Data vs, Oanda

Hello,

I compared the data in Quantconnect to the data I see on my Oanda account. I couldn't match them. 

eur = qb.AddForex("EURUSD", Resolution.Daily, Market.Oanda)
hist = qb.History(eur.Symbol, 360, Resolution.Daily)
hist.loc[hist.index.get_level_values(1) > pd.to_datetime('2018-09-10')]

1) Examples

2018-09-10 | QC Ask.Close = 1.15943 | Oanda Ask.Close = 1.16062

2018-09-18 | QC Ask.Close = 1.16788 | Oanda Ask.Close = 1.16729

2) Why is the daily time stamp is at "20:00:00" ? I thought it should be the NY Close, which is at 17:00 in NY, isn't it? "20:00:00" means GMT-1, right?

Best,

Atacan

Update Backtest







QuantConnect and Oanda aggregate daily data differently.
A daily bar for Oanda starts at 5pm NYT and closes 5pm NYT on the following day.
At QuantConnect, we aggregate daily data from the same day in the data timezone. Since Forex data from Oanda timezone is UTC, a daily bar will start/close at 8 pm NYT (00 am UTC).

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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.


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