search

matthewgilbert / pdblp

pandas wrapper for Bloomberg Open API
MIT License
241 stars 67 forks source link

Question: Adjustment of daylight saving time #79

Open Itayuuuu opened 4 years ago

Itayuuuu commented 4 years ago

Hello,

I have been using bdib to load intraday bars from Bloomberg which worked well. Many thanks for your work and contribution.

However, an issue arose recently after we changed into daylight saving time last Sunday(I am located in UK). I noticed that the timestamp in the output started to be one hour earlier than it should be. For example, if specifying the start time at 7am and end at 12pm, the output data I got will be from 6am to 11pm.

Can you please help check and let me know what adjustment I need to make in this case?

Many thanks.

Best, Yu

matthewgilbert commented 4 years ago

This sounds like an issue with the underlying query you are making. My guess is there is some options you can specify in your query or else via your TZDF settings. From the point of view of pdblp, it is simply wrapping the response coming from blpapi. I would contact Bloomberg help to sort out the query issue.