Personal Finance & Money Asked by dorien on January 16, 2021
I am using the yfinance (Yahoo Finance API) library to retrieve crypto prices (e.g. ETH-USD). I am trying to figure out when the next line (i.e. current day or previous day) will be available. In other words: the close time of the previous day is which time in which timezone?
When I examine the ticker graph I can’t seem to figure it out. For instance: today ETH-USD’s last ‘close’ price is listed at 651.814. For some reason my current time on the graph is in UK time zone (although I am in Singapore).
I cannot find the 651.814 time on the graph. As which time/tz is the close price taken?
Also not 5am UK time = midnight NY time:
From Yahoo help I can only find information about stock exchanges.
I only found this question related to stock markets, but obviously for crypto it’s different as trading is continuous.
##Update, some more info
A few hours before 9pm Eastern time, the day goes blank and the next day already shows up. This is 20 Dec 9PM EST:
Then after 9pm EST, the row fills in and tomorrows disappears:
The close time is given as 638.29, which is the price roughly around 7pm EST:
So far, it seems like the data is 2 hours delayed with day ending at 9pm EST. In this case. If there is such a huge delay I may need to find a different API. Also strange that there is a big difference between close and next day open prices. Especially if the market is continuous?
The update in the question reveals more info, hinting towards a close time of 7:00pm EST, which is 00:00 UTC.
Finally, I found a page that refers to UTC for Volume referencing.
Still that leaves a 2 hour gap until the data appears... which is quite a huge delay.
Answered by dorien on January 16, 2021
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