Hello! I went through a number of past discussions regarding effect of each type of Time Zone, which creates confusion when handling daily resolution.
I feel it would be helpful if there can be a summary added to https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/time-modeling/time-zones
Below is my summary:
- “Algorithm Time Zone” affects
- scheduled events
- historical data
- start / end time of back test
- time stamps in back-test report (orders, logs, etc)
- “Exchange Time Zone” affects
- consolidator
- “Data Time Zone” affects
- daily data
- indicators
Appreciate if you can add on / let me know if my understanding is wrong.
Derek Melchin
Hi Gowestyang,
Instead of adding all of the things that the time zones affect to the time zones documentation, we updated the documentation on each subject to specify what time zone it's affected by. See the following pages/sections for reference:
Best,
Derek Melchin
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Gowestyang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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