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Speaking if changing times, if you trade the Globex
<http://www.riskcenter.com/cgi-bin/article.pl?id=7353>
ja
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> At the end of October daylight saving ends in the US and begins in
east
> coast of Australia. I use QT plugin for intraday data for the ASX
and I need
> to change the data already stored in the database to suit the new
times.
>
> I can change the new time difference from +14 to +16 hours, but
this will
> alter the historical data to 2 hours difference to what it is
currently. I
> base this on what happened about 6 months ago when the summer times
changed.
> So the new data being received (in US EST) will be ok with the
start finish
> time 10am to 4pm, but the history data will be 2 hours out from
12noon to
> 6pm trading times.
>
> Last time I did it in a spreadsheet and imported the data back into
AB with
> the revised times. I was hoping to be able to more easily do this
with AFL
> to create the new times in the old database. Easy, you say, except
for the
> fact that during the trading times there is a change of days in
equal US
> time. Currently the ASX trades in US time 20:00 to 02:05. I have
been unable
> to recreate this in AFL to date to take into account that anything
in the
> last 2 hours of trading changes back one day in US time. AB seems
to save
> the data at US times, as the data supply through QT is also in US
time, and
> you shift the time scale to suit your local time.
>
> Now if that hasn't confused you, nothing will.
>
> In summary if I do not change the historical data everything pre 26
Oct will
> be from 12noon to 6pm and after that date 10am to 4pm.
>
> Help please.
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
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