Choosing UTC or Local Timestamps for Market Time Series

Summary

The document discusses whether a general time-series store should use UTC timestamps or local market time. Its main recommendation is to store timestamps in UTC and retain each series’ time-zone context so that local times can be reconstructed when needed. A shared UTC basis makes it easier to combine series from different markets and compare events on a common timeline.

It also gives reasons a single-market workflow might choose local time instead: conversion adds processing, and daylight-saving transitions require careful handling when translating between local and UTC clocks. The response treats UTC as a sound convention rather than a universal requirement; another agreed reference zone could also be used. The practical choice therefore depends on whether the data system combines markets or serves only one market. The discussion offers general guidance, not a technical specification for timestamp formats, daylight-saving databases, or handling ambiguous local timestamps.

Key ideas

• UTC timestamps provide a common basis for combining time series from different markets.
• Retaining time-zone context allows stored UTC times to be translated to local market time.
• Single-market systems may find local timestamps convenient and avoid conversion work.
• Daylight-saving transitions add complexity when converting between local time and UTC.
• UTC is a convention, and a different agreed reference zone is possible.

Tags

# time in time series database - UTC or local


# time in time series database - UTC or local












I strictly store UTC time stamps inside time series files or databases, mainly to allow processing several time series together. Timezone information is kept with each time series file or item, so conversion to local time is always possible.

However, I also see local times stored in time series files and wondered if there are any good reasons to do anything different than UTC in a general universal database (for ad hoc single time series analysis local time is indeed reasonable).

## Answer by Matt Wolf (score 5, accepted)

https://quant.stackexchange.com/a/7234

I think storing in UTC format is good practice. Here couple ideas that may motivate someone to deviate from that:

- Some markets are subject to day light saving time shifts and thus it introduces additional computations to convert back and forth, having to keep track of the 2 times a year the shifts occur.

- Some only limit themselves to an individual market, hence, there is no need to store data in UTC format. Any conversion add computational inefficiencies. So, if one only trades and analyzes Japanese data, then it may make sense for such person to only concern him/herself with local Japan time zone time stamps.

- UTC is maybe the standard but nothing speaks against to ref all time stamps to any other agreed time zone.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.