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List of Opening / Closing Settlement Time Changeovers
 Post subject: List of Opening / Closing Settlement Time Changeovers Post rating: 0   New post Posted: Tue 09 Oct, 2012, 08:49 
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
Hi

Is Support or any other resourceful soul able to provide me with a list of these going back as far as possible.

From the 'Company News' section of the Dukascopy website, I was able to discern the following:

BrokerChangeOverPeriod[] changeOvers =
{
new BrokerChangeOverPeriod("28/03/2010 21:00:00 GMT", 0, false), // 23 MAR 2010
new BrokerChangeOverPeriod("08/11/2010 22:00:00 GMT", 0, true), // 05 NOV 2010
new BrokerChangeOverPeriod("27/03/2011 21:00:00 GMT", 0, false), // 25 MAR 2011
new BrokerChangeOverPeriod("07/11/2011 22:00:00 GMT", 0, true), // 04 NOV 2011
new BrokerChangeOverPeriod("11/03/2012 21:00:00 GMT", 0, false), // 09 MAR 2012
new BrokerChangeOverPeriod("xx/11/2012 22:00:00 GMT", 0, true), // XX NOV 2012
new BrokerChangeOverPeriod("xx/03/2013 21:00:00 GMT", 0, false), // XX MAR 2013
};


Many thanks


 
 Post subject: Re: List of Opening / Closing Settlement Time Changeovers Post rating: 0   New post Posted: Tue 09 Oct, 2012, 09:27 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
See:
https://www.dukascopy.com/wiki/#Market_Hours


 
 Post subject: Re: List of Opening / Closing Settlement Time Changeovers Post rating: 0   New post Posted: Tue 09 Oct, 2012, 11:55 
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
Many thanks Support.

So far the following hack yields useful information:
IDataService ds = context.getDataService();
String from = "04/01/1995 00:00:00 GMT";
String to = "09/10/2012 00:00:00 GMT";
Set<ITimeDomain> oltd = ds.getOfflineTimeDomains(new Date(from).getTime(), new Date(to).getTime());
Iterator<ITimeDomain> it = oltd.iterator();
ITimeDomain td;
Date f = new Date();
Date t = new Date();
while(it.hasNext())
{
  td = it.next();
  f.setTime(td.getStart());
  t.setTime(td.getEnd());
  if(f.getHours() != t.getHours())
  {
    console.getOut().print("OFFLINE: " + f.toString() + " " + t.toString() + " ");
     if(f.getTimezoneOffset() != t.getTimezoneOffset())
       console.getOut().println("** DST GLOBAL ADJUST");
     else
       console.getOut().println("** DUKAS CHANGEOVER");
  }
}



OFFLINE: Fri Mar 31 23:00:00 BST 1995 Sun Apr 02 22:00:00 BST 1995 ** DUKAS CHANGEOVER **
OFFLINE: Fri Oct 20 22:00:00 BST 1995 Sun Oct 22 21:00:00 GMT 1995 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 27 21:00:00 GMT 1995 Sun Oct 29 22:00:00 GMT 1995 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 29 22:00:00 GMT 1996 Sun Mar 31 23:00:00 BST 1996 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 05 23:00:00 BST 1996 Sun Apr 07 22:00:00 BST 1996 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 28 22:00:00 GMT 1997 Sun Mar 30 23:00:00 BST 1997 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 04 23:00:00 BST 1997 Sun Apr 06 22:00:00 BST 1997 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 27 22:00:00 GMT 1998 Sun Mar 29 23:00:00 BST 1998 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 03 23:00:00 BST 1998 Sun Apr 05 22:00:00 BST 1998 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 26 22:00:00 GMT 1999 Sun Mar 28 23:00:00 BST 1999 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 02 23:00:00 BST 1999 Sun Apr 04 22:00:00 BST 1999 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 24 22:00:00 GMT 2000 Sun Mar 26 23:00:00 BST 2000 ** DST GLOBAL ADJUST
OFFLINE: Fri Mar 31 23:00:00 BST 2000 Sun Apr 02 22:00:00 BST 2000 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 23 22:00:00 GMT 2001 Sun Mar 25 23:00:00 BST 2001 ** DST GLOBAL ADJUST
OFFLINE: Fri Mar 30 23:00:00 BST 2001 Sun Apr 01 22:00:00 BST 2001 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 29 22:00:00 GMT 2002 Sun Mar 31 23:00:00 BST 2002 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 05 23:00:00 BST 2002 Sun Apr 07 22:00:00 BST 2002 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 28 22:00:00 GMT 2003 Sun Mar 30 23:00:00 BST 2003 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 04 23:00:00 BST 2003 Sun Apr 06 22:00:00 BST 2003 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 26 22:00:00 GMT 2004 Sun Mar 28 23:00:00 BST 2004 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 02 23:00:00 BST 2004 Sun Apr 04 22:00:00 BST 2004 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 25 22:00:00 GMT 2005 Sun Mar 27 23:00:00 BST 2005 ** DST GLOBAL ADJUST
OFFLINE: Fri Apr 01 23:00:00 BST 2005 Sun Apr 03 22:00:00 BST 2005 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 24 22:00:00 GMT 2006 Sun Mar 26 23:00:00 BST 2006 ** DST GLOBAL ADJUST
OFFLINE: Fri Mar 31 23:00:00 BST 2006 Sun Apr 02 22:00:00 BST 2006 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 09 22:00:00 GMT 2007 Sun Mar 11 21:00:00 GMT 2007 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 23 21:00:00 GMT 2007 Sun Mar 25 22:00:00 BST 2007 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 26 22:00:00 BST 2007 Sun Oct 28 21:00:00 GMT 2007 ** DST GLOBAL ADJUST
OFFLINE: Fri Nov 02 21:00:00 GMT 2007 Sun Nov 04 22:00:00 GMT 2007 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 07 22:00:00 GMT 2008 Sun Mar 09 21:00:00 GMT 2008 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 28 21:00:00 GMT 2008 Sun Mar 30 22:00:00 BST 2008 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 24 22:00:00 BST 2008 Sun Oct 26 21:00:00 GMT 2008 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 31 21:00:00 GMT 2008 Sun Nov 02 22:00:00 GMT 2008 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 06 22:00:00 GMT 2009 Sun Mar 08 21:00:00 GMT 2009 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 27 21:00:00 GMT 2009 Sun Mar 29 22:00:00 BST 2009 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 23 22:00:00 BST 2009 Sun Oct 25 21:00:00 GMT 2009 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 30 21:00:00 GMT 2009 Sun Nov 01 22:00:00 GMT 2009 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 12 22:00:00 GMT 2010 Sun Mar 14 21:00:00 GMT 2010 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 26 21:00:00 GMT 2010 Sun Mar 28 22:00:00 BST 2010 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 29 22:00:00 BST 2010 Sun Oct 31 21:00:00 GMT 2010 ** DST GLOBAL ADJUST
OFFLINE: Fri Nov 05 21:00:00 GMT 2010 Sun Nov 07 22:00:00 GMT 2010 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 11 22:00:00 GMT 2011 Sun Mar 13 21:00:00 GMT 2011 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 25 21:00:00 GMT 2011 Sun Mar 27 22:00:00 BST 2011 ** DST GLOBAL ADJUST
OFFLINE: Fri Oct 28 22:00:00 BST 2011 Sun Oct 30 21:00:00 GMT 2011 ** DST GLOBAL ADJUST
OFFLINE: Fri Nov 04 21:00:00 GMT 2011 Sun Nov 06 22:00:00 GMT 2011 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 09 22:00:00 GMT 2012 Sun Mar 11 21:00:00 GMT 2012 ** DUKAS CHANGEOVER **
OFFLINE: Fri Mar 23 21:00:00 GMT 2012 Sun Mar 25 22:00:00 BST 2012 ** DST GLOBAL ADJUST


 
 Post subject: Re: List of Opening / Closing Settlement Time Changeovers Post rating: 0   New post Posted: Tue 09 Oct, 2012, 12:28 
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
The above times are outputted in local London, United Kingdom timezone time.
Here are the changeovers in GMT.

Prior to March 2007 it's not clear what happens Summer->Winter (Oct/Nov):
Perhaps because, at least in the case of EUR/USD, data only goes as far back as March 2007

OFFLINE: 31 Mar 1995 22:00:00 GMT 2 Apr 1995 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 27 Oct 1995 21:00:00 GMT 29 Oct 1995 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 5 Apr 1996 22:00:00 GMT 7 Apr 1996 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 4 Apr 1997 22:00:00 GMT 6 Apr 1997 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 3 Apr 1998 22:00:00 GMT 5 Apr 1998 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 2 Apr 1999 22:00:00 GMT 4 Apr 1999 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 31 Mar 2000 22:00:00 GMT 2 Apr 2000 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 30 Mar 2001 22:00:00 GMT 1 Apr 2001 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 5 Apr 2002 22:00:00 GMT 7 Apr 2002 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 4 Apr 2003 22:00:00 GMT 6 Apr 2003 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 2 Apr 2004 22:00:00 GMT 4 Apr 2004 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 1 Apr 2005 22:00:00 GMT 3 Apr 2005 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 31 Mar 2006 22:00:00 GMT 2 Apr 2006 21:00:00 GMT ** DUKAS CHANGEOVER

OFFLINE: 9 Mar 2007 22:00:00 GMT 11 Mar 2007 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 2 Nov 2007 21:00:00 GMT 4 Nov 2007 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 7 Mar 2008 22:00:00 GMT 9 Mar 2008 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 31 Oct 2008 21:00:00 GMT 2 Nov 2008 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 6 Mar 2009 22:00:00 GMT 8 Mar 2009 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 30 Oct 2009 21:00:00 GMT 1 Nov 2009 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 12 Mar 2010 22:00:00 GMT 14 Mar 2010 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 5 Nov 2010 21:00:00 GMT 7 Nov 2010 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 11 Mar 2011 22:00:00 GMT 13 Mar 2011 21:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 4 Nov 2011 21:00:00 GMT 6 Nov 2011 22:00:00 GMT ** DUKAS CHANGEOVER
OFFLINE: 9 Mar 2012 22:00:00 GMT 11 Mar 2012 21:00:00 GMT ** DUKAS CHANGEOVER


 
 Post subject: Re: List of Opening / Closing Settlement Time Changeovers Post rating: 0   New post Posted: Fri 12 Oct, 2012, 12:23 
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Posts: 6139
Times are given in GMT and they don't need to get DST-adjusted. Moreover, the opening/closing hour switch from 21:00 to 22:00 is not strictly bound to some particular DST setting. If you find some data to be wrong or missing, please provide a full example strategy how you retrieve them and please pinpoint which data are wrong and what you thing should be the right ones.


 

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