But basically I noticed that between 9PM to 10PM PST (12AM-1AM EST), if I call MarketDepthEventArgs.Time.ToString() within OnMarketDepth(), the date will be a day behind. It's fine before 9PM and after 10PM though.
However, doing the same call with MarketDataEventArgs in OnMarketData() will report the correct date! So one will report 03/08 while the other 03/07 between 9PM and 10PM. It flips back to 3/08 after 10PM.
Any ideas?
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