diff options
Diffstat (limited to 'python/bbg_helpers.py')
| -rw-r--r-- | python/bbg_helpers.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/bbg_helpers.py b/python/bbg_helpers.py index 269ea899..05d3b16f 100644 --- a/python/bbg_helpers.py +++ b/python/bbg_helpers.py @@ -171,7 +171,9 @@ def retrieve_data(session, securities, fields=[], overrides={}, elif msg.messageType() == blpapi.Name("IntradayTickResponse"): data.update(process_intraday_tick_msg(msg)) if request.asElement().name() == blpapi.Name("IntradayTickRequest"): - return pd.DataFrame(data) + df = pd.DataFrame(data) + df.time = df.time.dt.tz_localize('GMT').dt.tz_convert('America/New_York') + return df else: return data |