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Pricing data date time index shifted 5 hours - now starting at 1431 versus 931 this morning?
Mark Shaw
posted Jan 29, 2015

I've been working with pricing data since this morning and just noticed that all the current 'raw' pricing data indexes now start at 1431 and ending at 2100, versus 931 and 1600 this morning. My strategy runs a trading time check to build a pricing dataframe. The trading time check currently displays proper trading times beginning 931 Eastern time -> time = get_datetime('US/Eastern'). Here is a snapshot of current 'raw' pricing data and indexes, no manipulation of index time is being performed...

2011-01-04PRINT index open high low close volume
0 [2011-01-04 14:31:00+00:00] [47.4923784] [47.50095] [47.4052338] [47.4452346] [1699559.0]
1 [2011-01-04 14:32:00+00:00] [47.4380916] [47.4595206] [47.379519] [47.4038052] [590830.0]
2 [2011-01-04 14:33:00+00:00] [47.41794834] [47.4180912] [47.3780904] [47.3909478] [615392.0]
3 [2011-01-04 14:34:00+00:00] [47.379519] [47.415234] [47.372376] [47.4123768] [542216.0]
4 [2011-01-04 14:35:00+00:00] [47.4123768] [47.4123768] [47.393805] [47.39751936] [385566.0]
5 [2011-01-04 14:36:00+00:00] [47.3966622] [47.4595206] [47.3966622] [47.4466632] [574093.0]
6 [2011-01-04 14:37:00+00:00] [47.44223454] [47.4566634] [47.4195198] [47.44037736] [433263.0]
7 [2011-01-04 14:38:00+00:00] [47.4423774] [47.4552348] [47.4338058] [47.4423774] [276270.0]
8 [2011-01-04 14:39:00+00:00] [47.4452346] [47.450949] [47.3952336] ...

Anyone else seeing this index time behavior?

2 responses
Mark Shaw
Jan 29, 2015

Sorry, I'm new to the Quantopian world. Is Quantopian raw pricing data index time native UTC time? For my purposes I'll shift indexes to Eastern time...

Jonathan Kamens
Jan 29, 2015

Yes, as the "+00:00" on the timestamps indicates, they're in UTC.

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.