I have data:
Symbol bid ask
Timestamp
2014-01-01 21:55:34.378000 EUR/USD 1.37622 1.37693
2014-01-01 21:55:40.410000 EUR/USD 1.37624 1.37698
2014-01-01 21:55:47.210000 EUR/USD 1.37619 1.37696
2014-01-01 21:55:57.963000 EUR/USD 1.37616 1.37696
2014-01-01 21:56:03.117000 EUR/USD 1.37616 1.37694
The timestamp is in GMT. Is there a way to convert that to Eastern?
Note when I do:
data.index
I get output:
<class 'pandas.tseries.index.DatetimeIndex'>
[2014-01-01 21:55:34.378000, ..., 2014-01-01 21:56:03.117000]
Length: 5, Freq: None, Timezone: None
Localize the index (using tz_localize) to UTC (to make the Timestamps timezone-aware) and then convert to Eastern (using tz_convert):
import pytz
eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)
For example:
import pandas as pd
import pytz
index = pd.date_range('20140101 21:55', freq='15S', periods=5)
df = pd.DataFrame(1, index=index, columns=['X'])
print(df)
# X
# 2014-01-01 21:55:00 1
# 2014-01-01 21:55:15 1
# 2014-01-01 21:55:30 1
# 2014-01-01 21:55:45 1
# 2014-01-01 21:56:00 1
# [5 rows x 1 columns]
print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 21:55:00, ..., 2014-01-01 21:56:00]
# Length: 5, Freq: 15S, Timezone: None
eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)
print(df)
# X
# 2014-01-01 16:55:00-05:00 1
# 2014-01-01 16:55:15-05:00 1
# 2014-01-01 16:55:30-05:00 1
# 2014-01-01 16:55:45-05:00 1
# 2014-01-01 16:56:00-05:00 1
# [5 rows x 1 columns]
print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 16:55:00-05:00, ..., 2014-01-01 16:56:00-05:00]
# Length: 5, Freq: 15S, Timezone: US/Eastern