ITimeSeriesDataRequest does not return the correct data.

tobermark

Attempting to make a TimeSeriesData request for minute bars for the Symbol CLZ8 and the data returned doesn't match the charts within Eikon for the same period.

I've double checked the input arguments CLZ8, begin time 10/30/2018 8:00am, end time 10/30/2018 1:30pm, interval of Intraday1Minute, and the data returned doesn't even match the prices traded for that day. Please advise.

Alex Putkov.1

I think most likely the differences you see are due to the timezone effect. Eikon chart object by default displays the time in the timezone of the instrument. For CLZ8 that will be New York time. get_timeseries method of Eikon Data APIs always returns timestamps in GMT. For the purpose of comparison you can easily change the timezone in the chart object by clicking the timezone designator in the top-right corner of the chart window and selecting GMT from the drop-down.
If you're sure you're comparing the timestamps in the same timezone, then could you please provide an example of the prices you retrieve using both methods.