Hello,
how to configure QueryStartDate and QueryEndDate in TickHistoryTimeAndSalesExtractionRequest to be in local datetime ? Because I think that the API consider QueryStartDate and QueryEndDate to be on GMT , all the time.
In my case, I am trying to get Auction Price Data from the Australian Market , for example ric IOF.AX :
I did this :
.put("Condition", new JSONOrderedObject()
.put("MessageTimeStampIn", "LocalExchangeTime") .put("ApplyCorrectionsAndCancellations", true).put("ReportDateRangeType", "Range") .
put("QueryStartDate", "12:00:00")
.put("QueryEndDate", "23:59:59")
The result is not correct
IOF.AX,Market Price,2017-08-29T09:02:13.369484903+10,Auction,4.5,1159
IOF.AX,Market Price,2017-08-29T09:04:19.884988294+10,Auction,4.5,2326
Why is not correct ? because 2017-08-29T09:02:13.369484903+10 ( GMT+ offset) means that this auction was sent 2017-08-28T23:02:13.369484903Z australian local time,however the australian market closes at 16:30:00!
Someone can help here ?
Thanks