Hi all,

I have come across the following time zone problem and I would 
appreciate your input.

I am trying to download tick data using the Rbloomberg and I have found 
out that the query should be done in "UTC" time zone. My current zone is 
"EST" so i have written the code below to transform it from "EST" to 
"UTC" and works fine however the output i get is indicated in "UTC" as 
listed below for my query (instead of 10:00:00.000).


	time 	type 	value 	size
1 	2013-05-13T14:00:00.000 	ASK_BEST 	454.87 	1
2 	2013-05-13T14:00:00.000 	TRADE 	454.58 	100
3 	2013-05-13T14:00:00.000 	ASK_BEST 	454.78 	10
4 	2013-05-13T14:00:00.000 	ASK_BEST 	454.7 	1
5 	2013-05-13T14:00:00.000 	TRADE 	454.58 	100
6 	2013-05-13T14:00:00.000 	ASK_BEST 	454.7 	1
7 	2013-05-13T14:00:01.000 	ASK_BEST 	454.69 	1


My questions are the the following:
1) Is there a way I could write the timezone transformation and get the 
correct timing or would I have to change after I download?
2) I have tried to use the xts constructor with the following command 
but was not successful. Any idea how to separate the "T" in the time?
new<-xts(bid[,3:4],order.by=strptime(x=as.character(bid$time),format="%Y-%m-%d 
%H:%M:%OS",tz="EST"))

Thank you all,

Nikos



#Rbloomberg Code
# Special options
options(warn=-1)
options(digits.secs = 3)
options(java.parameters = "-Xmx1000m")

# Import libraries
library(RODBC)
library(Rbbg)

#set time interval (transforms from 10:00:00.001 to 14:00:00.001)
start_time<-toString(format(as.POSIXct("2013-05-13 10:00:00.001", 
tz="EST5EDT"), tz="UTC"))
end_time<-toString(format(as.POSIXct("2013-05-13 10:15:00.001", 
tz="EST5EDT"), tz="UTC"))

# Connect to Bloomberg API
conn <-  blpConnect(log.level = "finest")

#Download command
data <- tick(conn, "AAPL US Equity",
              c("TRADE","BID_BEST","ASK_BEST"),
              start_date_time=start_time,
              end_date_time=end_time)

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