The (updated) attached Strategy, TestAddDataSeries, shows an issue where the Playback Connection (historical) breaks where DataSeries are added with different TradingHoursNames.
TestAddDataSeries has two tests:
- TestOne - two DataSeries are added with TradingHours of the same time zone, "US Equities RTH" and "Nymex Energy RTH" share same time zone "(UTC-5:00) Eastern Time (US & Canada)". Functions as expected.
- TestTwo - two DataSeries are added with TradingHours of different time zones "US Equities RTH" (UTC-5:00) and "Snfe RTH" (UTC+10:00). Does not function as expected.
Please view a brief video at https://www.screencast.com/t/XAffpe4JW8j
Any advice would be greatly appreciated.
Thanks
Shannon
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