So the QC data for Oanda is in NYC time, and I have also downloaded my own data via Oanda Api, I have noticed something that might be relevant to other people.

When you download historical data from Oanda Api directly (not Quantconnect) The data will always be in the timezone of the Oanda server you are linked to (by account), for me the Data always comes in Sydney time even when I download to a linode that is set to UTC in Japan, and even when I request alignmentTimezone:{any_Other_TimeZone} or any other adjustments to the data to come from Oandas endpoint.

I haven't really tested timezones etc live but I just thought I would mention to be careful when using Oanda as the bars will vary wildly depending what country you are in if using their data and possibly if you are using QC data for backtesting, if you haven't set the backtest algo time to the same time as the Oanda server you will be linked to when trading live. Some countries wouldn't even have their own servers. I think live will probably be the same as historical in that it will likely be locked to my registered server in Australia which means if I were to backtest on QC data set to any timezone other than my own the data feed on live deployment would have different times, a pain in the ass if you use UTC time. I am not 100% yet on the live trading side maybe the fix api employed by QC works differently than the rest api in regards to timezone but probably not since the server seems linked to api key / the branch of Oanda where your account is registered.