Adjusting for Daylight Saving Time

IMPORTANT

If you have run Investor/RT without closing it through the weekend when Daylight Saving Time (DST) changes took place in the US, it is recommended that you exit Investor/RT and start up again.

In most of the US, Daylight Saving Time begins on the 2nd Sunday in March, and ends on the 1st Sunday in November. Some time zones do not follow this schedule or do not observe Daylight Saving Time at all. The instructions below address the various software setup revisions that must be made during the transitions to/from Daylight Saving Time by Investor/RT users who reside in locales that are out-of-sync with the US with regard to DST status. These considerations primarily apply to user of data source IQFeed and users of broker supplied data sources who have DTN Market Access historical services on their subscription.

 International Users (non-US time zones)

If you are outside of the US in a time zone that does not follow the same schedule as the US, you may be on Standard Time while the US has moved to DST (or visa versa). During this period, typically one to three weeks in duration, you must temporarily adjust (shift) the Investor/RT session setups that you use by one hour.

For example, in March, your locale may go on DST before or after the US does by a few weeks. When your locale is Standard Time and US is DST, from the perspective of your local time of day, the US markets open one hour earlier than before. Thus you must adjust your sessions to start one hour earlier and stop one hour earlier than they did while your locale and the US were both on Standard Time. After the one to three weeks, when your locale and the US are once again in sync (under DST), adjust your session setups back to their former start and stop times by shifting forward an hour to their former settings. On the other hard, if in March your locale goes onto DST while the US remains on Standard Time for a few weeks, your sessions must be temporarily shifted ahead one hour for the weeks ahead, then shifted back to their former times once your locale and US are both on DST.

Similarly in the October/November timeframe, your locale may go back to Standard Time while the US remains on DST for a few weeks. Thus your session times will need to start an hour earlier for those two weeks and then adjusted again after your locale and the US are both on Standard time. On the other hard, if the US goes to standard time before your locale, your session times will have to shift ahead an hour while your locale remains on DST.

After making the session trading hours adjustments, right-click in a chart and choose Download > Full Data. For DTN IQFeed users and users who utilized DTN Market Access for historical data, this full download will reposition intra-day historical data timestamps in light of your revised session start/end times and your revised DST state.

For users of DTN IQFeed or DTN Market Access Historical services, these adjustments apply not only to symbols and session for US exchanges but also to other international exchanges. The reason for this is that DTN historical data is transmitted with New York local time stamps and these timestamps are on DST during some periods of time and Standard Time on others.

Users of broker supplied historical data (e.g. CQG, Rithmic) where DTN MA is not used, the shifting of session times is not needed.

Investor/RT 14.2.3+  File > Functions feature now includes a convenience function for shifting all sessions or a specific session ahead one hour or back one hour. In the File > Functions window, enter the word shift or sessions to find function names Shift Session +1 Hour and Shift Session -1 Hours. When either of these functions is selected, a menu button at bottom right offers choices for which session(s) to adjust. You may adjust all sessions or a specific session and its associated day session. The menu lists the names and times of each session you have that are assigned one or more symbols. After you have shifted all sessions or specific sessions as needed, go to a chart, right-click and Download > Full Data to adjust the historical data. This process must be reversed in a few weeks when your locale and the US is once again in synch (both on DST or both on Standard Time).


Certain U.S locales, e.g. Arizona, Indiana,  that do not observe DST at all may find this method useful as well. When the rest of the US goes onto DST, users in these locales can shift their sessions -1 hour. Later in the year when the the US goes back on Standard Time, a shift +1 hour can be done. This requires no artificial changes to your locale time zone settings in Windows. Remember to do a Full Download after shifting to readjust the historical data.