daily candles seem to be shifted one day

[andreaskoeszegi]

Hello!

I´m not sure what I´m doing wrong. When I try to request daily candle data and compare it with the webchart, the API seems to shift OHLC data by one day

Here an example:

params={
    "count": 2,
    "to":dt.datetime(2022,5,13).timestamp(),
    "granularity": "D"}

r = instruments.InstrumentsCandles(instrument="EUR_USD",params=params)

response=client.request(r)

response

Output´d be:

{'candles': [{'complete': True,
   'mid': {'c': '1.03810', 'h': '1.05294', 'l': '1.03538', 'o': '1.05166'},
   'time': '2022-05-11T21:00:00.000000000Z',
   'volume': 191082},
  {'complete': True,
   'mid': {'c': '1.04072', 'h': '1.04198', 'l': '1.03492', 'o': '1.03781'},
   'time': '2022-05-12T21:00:00.000000000Z',
   'volume': 157178}],
 'granularity': 'D',
 'instrument': 'EUR_USD'}

As you can see, the API-data from may 11th seems to fit to chart-data of may 12th

Other granularities work fine. I´m working on a practice-account. It´s probably an Issue from the Rest-API from Oanda. I already emailed them.

Or did I interpreted the output the wrong way?

Thank you in advance for your replies!

best regards Andrew

[hootnot]

Hi Andrew, Although you don't mention an issue with the oandapyV20 library, I will try to explain:

The market is open from Sunday 21:00 UTC to Friday 21:00 UTC. daily candles therefore from:

Sunday 21:00 -> monday 21:00 monday 21:00 -> Tue 21:00 Tue 21:00 -> wed 21:00 wed 21:00 -> thur 21:00 thursday 21:00 -> Friday 21:00

So, the datetime of the first candle is sunday. This is what it is. The API data is OK