My 1 min SPX data looks like central time giving 08:30:00 as the start time & 14:59:00 end although get_timezone()
returns Etc/UTC
. All other minutes databases are 09:30:00 and 15:59:00 for fields=Close
. Don't see anything in docs about the ability to force a timezone during creation.
from quantrocket.history import create_ibkr_db
create_ibkr_db("spx-1min-prices",
sids=['IB416904'],
bar_size="1 min",
shard='month')
collect_history("spx-1min-prices")