[R-SIG-Finance] IBrokers and timezone
Dzidas
dzidorius at gmail.com
Mon Apr 18 22:52:53 CEST 2011
How can I specify the timezone in reqHistoricalData method? I tried this way:
reqHistoricalData(tws,twsSTK('IBM'),'20110417 00:00:26 EST',"5 mins","5
D","1")
but it returns based on my locale or tws.
For an example:
2011-04-11 21:55:00,163.76,163.95,163.69,163.89,1361,163.8,0,949 <-end of
trading session, CET time
2011-04-12 15:30:00,163.49,163.57,163.2,163.41,1331,163.37,0,418 <-start of
trading session, CET time
I can convert it later on, but it is very difficult, because I use CET by
default and there is a lag in summer time between CET and EST. And it gets
very messy.
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