WL8, Historical Provider = Interactive Brokers, symbol XLK (ARCA), 15-min RTH.
My IB intraday bars seem to be timestamped 2 hours too early. Clearest sign:
the volume U-shape (which should peak at the 09:30 open and 16:00 close) peaks
around the "12:00" bar instead - the whole session is shifted.
It's not just volume - prices are shifted too. Bar-by-bar, WL's "16:00" bar
carries the real 14:00 ET price, and WL's "11:45" matches the real 09:45 open.
The TWS chart itself displays correctly, so the IB data is fine - something in
WL's IB import shifts the timestamps. The offset is a constant 2 hours (not DST).
Already tried:
- Deleted + re-downloaded fresh from IB -> same offset.
- Preferences -> Data: no time-zone option.
- IB provider settings: no time-zone field.
- Symbol -> Sessions: Exchange time zone, 09:30-16:00.
Question: How does WL8 set the time zone for IB intraday bars, and how do I get
them to come in as US/Eastern? Is it driven by the TWS session time zone, or a
market/exchange definition I should edit?
Thanks!
My IB intraday bars seem to be timestamped 2 hours too early. Clearest sign:
the volume U-shape (which should peak at the 09:30 open and 16:00 close) peaks
around the "12:00" bar instead - the whole session is shifted.
It's not just volume - prices are shifted too. Bar-by-bar, WL's "16:00" bar
carries the real 14:00 ET price, and WL's "11:45" matches the real 09:45 open.
The TWS chart itself displays correctly, so the IB data is fine - something in
WL's IB import shifts the timestamps. The offset is a constant 2 hours (not DST).
Already tried:
- Deleted + re-downloaded fresh from IB -> same offset.
- Preferences -> Data: no time-zone option.
- IB provider settings: no time-zone field.
- Symbol -> Sessions: Exchange time zone, 09:30-16:00.
Question: How does WL8 set the time zone for IB intraday bars, and how do I get
them to come in as US/Eastern? Is it driven by the TWS session time zone, or a
market/exchange definition I should edit?
Thanks!
Rename
1. Make sure your computer clock is correct for the locale selected.
2. Delete all the data you've already downloaded: Data Manager > Historical Providers > IB > right click, Delete all files
Then, follow all the instructions on the IB Provider details page, without skipping any steps... especially this one:
o Send instrument-specific attributes for dual-mode API client in UTC format.
https://www.wealth-lab.com/Images/WLHelp/IB_API_Config.png
2. Delete all the data you've already downloaded: Data Manager > Historical Providers > IB > right click, Delete all files
Then, follow all the instructions on the IB Provider details page, without skipping any steps... especially this one:
o Send instrument-specific attributes for dual-mode API client in UTC format.
https://www.wealth-lab.com/Images/WLHelp/IB_API_Config.png
Solved - thank you, that was exactly it !
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