How do I export my data to find different market opening times at same timestamp

Hello,

Is there any time format I can convert my historical data into for a backtest that ensures that the most important market openings for the Forex market (Sydney, Tokyo, New York, London) are found at the same time stamp throughout the year during my backtest, without having to pre-split my historical data into separate parts for winter and daylight saving time and in different DST regions (US/NY)?

So for e.g after the export

NY open will always be found at: 12:00

London open will always be found at: 07:00

Sydney open will always be found at: 21:00

Tokyo will always be found at 24:00

kind regards,

Roman

Hello,

most brokers are UTC +2/+3 but they switch DST according to US. So use EST+7 zone in SQX

Thanks Thomas.

That’s what I tried, but if I export my historical data in EST+7 zone with US DST and open a chart with this data, the New York market opening and I believe Tokyo too (since no DST) are at the same timestamp throughout the entire year, but the London opening would still be wrong by 1 hour twice a year for about 2 weeks because the clocks in Europe change to different dates than in the USA. Not sure what about Sydney (Australia) as I think they also have different time change dates than the USA and Europe.

As I said, my goal is to get historical data in a format where if my EA has the openings for New York, London, Tokyo and Sydney as inputs, they can always be found at the exact same timestamp for this backtest/chart throughout the entire year.

best regards,

Roman

What if I export the data for my backtest in UTC+0 (without DST). Would the market opens then be found at the same timestamp for these historical dates throughout the entire year, even if DST was in effect for one of these countries at those times? I don’t think so, do you? That would probably still be wrong.

Sydney open: 9:00 pm UTC
Tokyo open: 12:00 am UTC
London open: 07:00 am UTC
New York open 1:00 pm UTC