API Support Forum
OEC API > Market Data > Daily data Times
Author Topic: Daily data Times
(3 messages, Page 1 of 1)
Moderators: VPfau
Posts: 154
Joined: Oct 03, 2007

Posted: Aug 21, 2008 @ 02:36 PM             Msg. 1 of 3
I was wondering how you are timestamping the daily data. lets say the contract in question opens at 6:00 p.m. and closes and 5:00 p.m. What is the time stamp of today? for the daily price bar. I would say 6:00 p.m. yesterday. time stamped on the open. when looking on the OEC Trader Developer chart when hovering over the last price bar it doesn't reflect that is is the date for today. I am just wondering how you are contructing the data? what time is your open and close and where do you put your timestamps?
Posts: 475
Joined: Jan 26, 2007

Posted: Aug 21, 2008 @ 02:40 PM             Msg. 2 of 3
Bar.Timestamp proprty holds an open UTC timestamp.
for example, ES daily bars would have be 3:30 pm CT of previous calendar day.
Posts: 88
Joined: Feb 12, 2009

Posted: Feb 23, 2009 @ 06:15 PM             Msg. 3 of 3
ES is a tricky example because of all the trading hour times listed by CME Group. I'd like to use another example of the Eurodollar Globex (GE) because it is open, for the most part, from 5pm until 4pm Chicago/US the next day.

Just to make sure I understand, are you saying the daily Bar record from GetHistory for GE today, 2009-Feb-23, should then have the open time of 23:00 UTC for it's Timestamp property?