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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Inconsistency with timezones #241

Open Scrashdemix opened 1 year ago

Scrashdemix commented 1 year ago

Describe the bug There seem to be an inconsistency concerning timezones. Different parts of the API apparently use different timezones when using timestamps.

To Reproduce Steps to reproduce the behavior:

  1. Request a calendar object from the api (Link) and look at the response.
  2. Request market data and compare the timestamps (and there respective price values) of the response with market data from a third source (in my case Tradingview).

Expected behavior Both responses should use the same timezone for the timestamps of their response. As you see below, apparently they don't.

Screenshots grafik The requested calendar object seem to indicate that the UTC-4 timezone is used.

grafik grafik These are charts for symbol "QQQ" on 2nd Nov 2022. Comparing the requested market data and the data from tradingview (which in my case uses UTC +1), it seems like the market data from the Alpaca API uses timestamp from timezone UTC +0. Is that correct or am i missing something?