[R-SIG-Finance] IBrokers and timezone

soren wilkening me at censix.com
Wed Apr 20 12:04:50 CEST 2011

I havent had this problem, but my best guess is that it could have something
to do with the way you specify your  contract for IBM

since your locale seems to be in Europe, defining a contract like this


and without specifying a US exchange explicitly with the exch=... argument,
the IB system may default to assigning the exchange that is geographically
closest to you, means a european exchange where you can trade IBM. When you
then submit a 'US Eastern Standard Time' timestamp

'20110417 00:00:26 EST'

the european exchange will likely not know what to do with that timezone and
return its own default 'CET' instead.

So to cut it short:


twsSTK('IBM', exch=...SOME US ECHANGE..)


Would be interested to see if this works.



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