Attempting to make a TimeSeriesData request for minute bars for the Symbol CLZ8 and the data returned doesn't match the charts within Eikon for the same period.
I've double checked the input arguments CLZ8, begin time 10/30/2018 8:00am, end time 10/30/2018 1:30pm, interval of Intraday1Minute, and the data returned doesn't even match the prices traded for that day. Please advise.
I think most likely the differences you see are due to the timezone effect. Eikon chart object by default displays the time in the timezone of the instrument. For CLZ8 that will be New York time. get_timeseries method of Eikon Data APIs always returns timestamps in GMT. For the purpose of comparison you can easily change the timezone in the chart object by clicking the timezone designator in the top-right corner of the chart window and selecting GMT from the drop-down.
If you're sure you're comparing the timestamps in the same timezone, then could you please provide an example of the prices you retrieve using both methods.
Hey! Look at that all happy. As a side note, in none of your examples does it mention the requests need to be in GMT. Might want to mention that somewhere.
Thanks for the prompt assistance!
I just realized this question was related to Eikon .NET APIs, not the Python library implementing Eikon Data APIs. My bad, I wasn't paying attention to the subject line. Well, the ITimeSeriesDataRequestSetup interface also by default takes input and returns timestamps in GMT. However ITimeSeriesDataRequestSetup interface provides WithTimeZone method, which allows you to input the time and retrieve the timestamps in the timezone of the instrument.
I wouldn't necessarily recommend using this option unless your entire universe of instruments is in the same timezone. If there's any chance some instruments in your universe may be associated with different timezones, you're much better off standardizing on UTC, as this eliminates the need to be mindful of the instrument timezone and the possibility of mismatching the quotes across multiple instruments due to the effect of different timezones.
