Hi all,
I'm gonna to write a program to convert tick data in GMT+0 (download from Dukascopy) to candlestick OHLC data which is in NY close.
So in NY timezone the market opens at 0:00 GMT+2, that's simple that I can just adjust the tick data with 2 hours offset. But how about when it's in DST? Then the market opens at 0:00 GMT+3. Then all tick data that's within the DST period should be added with 3 hours? Then there is one hour hole in the data?
Can any explain on how to convert GMT+0 tick data to NY close candle?
Thanks
I'm gonna to write a program to convert tick data in GMT+0 (download from Dukascopy) to candlestick OHLC data which is in NY close.
So in NY timezone the market opens at 0:00 GMT+2, that's simple that I can just adjust the tick data with 2 hours offset. But how about when it's in DST? Then the market opens at 0:00 GMT+3. Then all tick data that's within the DST period should be added with 3 hours? Then there is one hour hole in the data?
Can any explain on how to convert GMT+0 tick data to NY close candle?
Thanks