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Hi there,
Using the IB data:
Is it possible to have different time shift within the same database?
In my case I would like to have tokyo data and Us data in the same
database to perform some correlaton analysis.
If I try to use daily data, the japanese opening is wrong since it
corresponds to midnight american time which is not the tokyo opening
(20 us).
I setup the intraday setting of the database as exchange, but I still
get tokyo data with same time of us.
Alternatively, If I setup 2 different databases one for tokyo and one
for us, with the appropriate time shift, is there a way to access them
at the same time?
Thanks
Ly
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