If you run the code below: if you use time zone = est it retrieves 217 values, but when you change time zone to gmt it only returns 1 value ... Why? Is there a more efficient way to toggle between EST and GMT retrieval?
from dateutil.tz import tzlocal
from datetime import datetime
import datetime as dt
from datetime import tzinfo
import pytz
est = pytz.timezone('US/Eastern')
gmt = pytz.timezone('GMT')
utc = pytz.timezone('UTC')
ek.get_timeseries(["GBP5YMACL1=TWEB"],["CLOSE"],
start_date=dt.datetime(2020, 2, 12, 2, 30, 0, 0, tzinfo=est),
end_date=dt.datetime(2020, 2, 12, 7, 10, 0, 0, tzinfo=est),
interval="minute")
