It was my understanding the time stamps on a history requests for the S&P500 mini futures contract symbol ES were the time periods Opening Time in East Coast Time. The Level 1 time stamp was also East Coast Time. My Problem is that the newest record returned from a 60 minute history request seems to have a time stamp that is 1 hour ahead.

Here is a real situation:

At 8:47pm ET (20:47:00) I request 60 minuet data for @ESH15

The most current data point I get back has a time stamp of 21:00:00 which is 9:00pm ET. The three newest time stamps for this 60 min data request are below.
2015-01-28 21:00:00
2015-01-28 20:00:00
2015-01-28 19:00:00

I am using the 10 minute delay data for @ESH15 so my Level 1 time stamp is 20:37:28:646 which is 8pm 37min 28sec 646milsec.

My problem is the newest data from the history request has a 21 (9pm) time stamp. How can I get a 21(9pm) time stamp before 9pm?

Hello, all IQFeed timestamps are in Eastern time. Timestamps on intervalized data in history are labeled the second following the data they represent. For example, a 1hour interval labeled 12:00:00 represents data from 11:00:00 - 11:59:59 while a 10 minute interval labeled 12:00:00 would represent data from 11:50:00 - 11:59:59.

Additionally, the last interval returned from a history request will be an incomplete bar that contains data from the start of the interval up through the time the request is handled by the servers (but still labeled at the second following what would be the end of interval).

So, using your example, the 21:00:00 bar would represent data from 20:00:00 - 20:37:28 (10min delay matching your level 1 quote) and labeled at 21:00:00.

In order to build a complete bar for the 21:00:00 interval, you will need to match up the total volume in your streaming (level 1) data to the total volume returned from history to determine at which point in the stream the history left off.

Dear Steve S.

I believe I understand your answer. Let me ask about the first time stamp of the day 00:00:00. Based on your answer 00:00:00 is actually the last data set for the previous day. Is this correct? In the example below, 2015-01-29 00:00:00 is the last data for 2015-01-28. Is this correct?


60 minute data
2015-01-29 02:00:00 = (01:00:00 - 01:59:59)
2015-01-29 01:00:00 = (00:00:00 - 00:59:59)

2015-01-29 00:00:00 = (23:00:00 - 23:59:59 Previous day 2015-01-28)

2015-01-28 23:00:00 = (22:00:00 - 22:59:59)
2015-01-28 22:00:00 = (21:00:00 - 21:59:59)


Thanks
Patrick

That is correct.