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I am currently working on a trading project where I essentially have two time series. One is high frequency intraday trading data that does not take daylight saving into account. The second one is a series of release times (e.g. news) where daylight saving time is relevant. I want to analyze the intraday trading data at given release times. As I haven't found much on this issue online I figured I ask here. Does anyone have experience how to handle this issue in a smart way in python (e.g. converting all time series to UTC time?)? Or should I just stick to adjusting all realese times "manually"?

Anyways, many thanks in advance.

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    $\begingroup$ Everyone faces this problem. In my experience, for a clean and extensible solution UTC is best (ad hoc manual solutions cause problems sooner or later). Python has the capability to do conversion between time zones. $\endgroup$ – noob2 Nov 11 '20 at 10:37
  • $\begingroup$ I would not recommend adjusting manually - too much scope for error. You can always convert to UTC and simply store additional info on the local time (adjusted or not). $\endgroup$ – user42108 Nov 11 '20 at 14:00

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