Correcting Economic Calendar Times for Historical Server DST Changes
Summary
This document explains a script for exporting filtered economic calendar records to CSV and correcting historical event timestamps for changes in a trading server’s time zone. Users can filter by country, currency, or date range, and can optionally load archived calendar data. The correction method empirically infers past server time offsets from symbol price history, then adjusts event times to match the offset applicable when the events occurred.
An example compares calendar records for US Nonfarm Payrolls on a European server: a summer event exported during winter appears an hour early without correction, while the adjusted export restores its summer timestamp. This illustrates why inaccurate timestamps can misalign news strategies and historical tests. The correction range depends on the available H1 chart history, and the author describes the method as experimental. The document provides an implementation use case, but no evidence that corrected timestamps improve trading performance; it proposes further research on that question.
Key ideas
- The script exports economic calendar records to CSV with optional country, currency, and date filters.
- An empirical method uses symbol history to estimate past server time zone offsets and adjust event timestamps.
- A Nonfarm Payrolls example shows how a summer event can be shifted by an hour when exported using the winter offset.
- Timestamp correction depends on available H1 chart history and is described as experimental.
- Accurate event times can support news-strategy backtests, but the document gives no performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.