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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?

It's not 12am UK time:

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:

enter image description here

Then after 9pm EST, the row fills in and tomorrows disappears:

enter image description here

The close time is given as 638.29, which is the price roughly around 7pm EST: enter image description here

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?

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  • Could be US Eastern Time (currently UTC-5). – RonJohn Dec 18 '20 at 8:09
  • That's what I thought at first. But in the second graph that doesn't seem fully true. Just trying to figure out what the fastest time is that I can get the correct close price (of a 24h period). – dorien Dec 18 '20 at 9:06
  • I just clicked on the last close link, and it says "As of 9:06AM GMT. Market open." – RonJohn Dec 18 '20 at 9:08
  • I believe that is just when the last refresh of the current price was (and apparently the day's close has been updated since, perhaps since it's now morning in the US). I'm wondering when the 24h close. So when you ping the historical close data, when was that fixed. I'm using the Yahoo Finance API to get the historical data. algotrading101.com/learn/yahoo-finance-api-guide – dorien Dec 18 '20 at 12:27
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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.

enter image description here

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  • The easiest way is to retrieve the data at 23:59 UTC... then it dissapears for 2 hours... – dorien Dec 23 '20 at 8:46
  • Do we know whether it's 7pm EST (0:00 UTC) and 7pm EDT (23:00 UTC), or 7pm EST and 8pm EDT (0:00 UTC)? – Tanner Swett Mar 28 at 16:59
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I believe it is based on GMT (Greenwich mean time).

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