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Hi all.
I am trading US futures on CME / CBot, and the default TimeZone is EST (New York time).
That is fine, but seemingly, IB on QuantConnect in backtesting mode is in GMT timezone, hence I got this:
When using Debug, I get "2018-03-27 08:00:00" (which is EST) and the Log(orderEvent.ToString()) of IB orders are of GMT time :
"Time: 3/27/2018 12:00:00 PM OrderID: 49 Symbol: NQM18 Status: Filled Quantity: -70 FillPrice: 6831.75 USD OrderFee: 129.5 USD"
Is this a normal feature of Interactive Brokers in backtesting mode using QuantConnect ?
Of course, I can change either time (the info I got from IB, or the timezone of data using SetTimeZone(TimeZones.London)) but my question is really linked to QC choices, and why using London times by default through IB.
Thanks
Alexandre Catarino
Hi Laurent Crouzet, in Lean/QuantConnect the Time property of Order and OrderTicket objects are UTC because it is a standard time with some advantages from the programming standpoint (e.g.: DateTime.UtcNow).
When you log an order, you can add log the QCAlgorithm.Time:
Log($"{Time} :: {orderEvent}")Laurent Crouzet
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