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Our data is stored in UTC. Still fucks up time series analysis (in fact it fucks up time series analysis more than if it were stored in London time, but using UTC is the correct choice) because exchanges open and close based on local time which means that 08:00:15 UTC means 15 seconds after the opening bell for half the year and for the other half an hour and fifteen seconds after the bell. So if you want to do some sort of study based on stock behaviour shortly after the open and you just use the UTC timestamp column from the database half your data will be straight up wrong. Hence necessitating extra work to handle DST properly.
I dont see how this happens in a competently run organization. Normalizing your inputs is like basic sanitation, if you can't manage that, how do you manage anything else?
Had it ever occured to you that you can just do all the math/analysis in UTC and then adjust the display output to local time?
Yes, that's what I do. The problem is with converting London time to UTC which is what gets fucked up by the existence of DST unless you use some sort of timezone localisation. If the exchanges opened at 08:00 UTC and closed at 16:30 UTC each business day regardless of DST there would be no problem. Instead because of DST they are opening at 07:00 UTC for half the year. The issue is with them, not us.
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