Wrong timezones

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Issue #3 resolved
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When using get_finam_data, such as

get_finam_data('D&J-IND', '2017-01-01', Sys.Date(), '30min')

the timestamp is in UTC, however the NYSE and NASDAQ trade in EST timezone. That makes difference of 5 hours and that is quite a big problem for my analysis.

Comments (3)

  1. Stanislav Kovalevsky repo owner

    Time zones set to UTC intentionally as there is no symbol specific timezone information provided by Finam. So get_finam_data retrieves data in text format and sets timezone to UTC regardless of symbol. Help page 'Details' section says just that :"Note: Timestamps timezones set to UTC." Unfortunately it is up to user to come up with workaround on that issue. If you know what timezone should be you can convert timestamps yourself. Something like this should help: get_finam_data('D&J-IND', '2017-01-01', Sys.Date(), '30min')[, time := as.POSIXct( format( time ), tz = 'EST' ) ][]

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