Timezone treatment for QuoteBar data


I'm noticing that QuoteBars are not timestamped properly - their DateTime.Kind is set to "Unspecified" which leads to issues when comparing data from different providers, as an example.

Please see attached backtest where the log shows this problem.

Is there a good reason why this is the case? Am I perhaps missing another way to infer the timezone from the data?

Update Backtest

As mentioned in the Documentation here, all FXCM data is set in UTC-05 Time, or Eastern Standard Time (EST). QuantConnect's documentation lists the TimeZone for all the supported data providers. 

When trying to discover the differences in TimeZones, one can compare the Time property of QCAlgorithm with a security's local time. The backtest below shows the 6 hour time difference between EST and Europe/London time. 


Thank you Guru! In fact, I found that in some instances, I did not have access to the algorithm's `Time` so I resorted to using `sec.LocalTime.ConvertToUtc( sec.Exchange.TimeZone )` to convert the time back into algorithm time.


Update Backtest


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