MicrosoftWhen using Stock Data Type and Stockhistory() for Currency data, what timezone are the timestamps expressed in?
For instance, I am location in GMT+8 and the time stamp is showing probably GMT timestamp. Is that right?
This is worse with currency data returned with the StockHistory() function as only the Date is available. What timezone is the historical currency data in? I did a cross comparison of USD/HKD, USD/CNY,USD/CHF with Yahoo finance (not exactly comparable I know, but close enough). The data returned from StockHistory() seems to have a day offset by 1.
For example, data returned from stockhistory() with a date of "March 25,2021" will correspond (or have the lease difference) to currency data of date "March 26,2021" on yahoo finance.
I cross compared just the closing currency mark over a period of 2 years, calculating the mean squared error between the 2 data sources, and seems that in all cases, moving the stockhistory() date forward by 1 day will result with least error with yahoo finance and other data sources.
For stock prices, it is less of an issue as the historical data can go by exchange dates but for currency data with different sources, detailed timezone information is necessary to ensure date correctness.
Please at least let us know when and in what timezone Refinitiv does the currency mark for the currency data they provide to us via excel.
Many thanks!
