I noticed that in the research notebook environment, the get_pricing using minute frequency starts at 2:30pm instead of getting the values from earlier in the day.
Is this a bug? Am I using the get_pricing function wrong?
The times listed are UTC. In January, 14:31 UTC is 9:31 US/Eastern time. You're using the 'get_pricing' method correctly. It gets a full days worth of minute data from 9:31-16:00 ET.
I find it easiest to always convert the 'get_pricing' data to 'US/Eastern' (ie US market time) if looking at actual times. This will then take into account Daylight Saving Time adjustments as needed. Something like this.
pricing_et = pricing.tz_convert('US/Eastern')
Attached is a notebook with this one line added to original notebook.
Good luck.
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