If you specify a timezone in a historical data request, it has to be either the timezone defined in the contract details, or your local timezone.

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For INDU, the timezone is US/Central, not US/Eastern.

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By the way, there are still some contracts that have ‘old’ timezone identifiers like EST. For these you have to use that value rather than the sensible version – so not US/Eastern where the contract says EST. I believe IB are gradually updating the contract database to use the standard form consistently, but they’re not there yet.

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It would be sensible for IB to accept any valid timezone designator and convert the end time as appropriate, but the extra two lines of code required are presumably just too much for them…

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