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 of 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
Use the datetime. astimezone() method to convert the datetime from one timezone to another. This method uses an instance of the datetime object and returns a new datetime of a given timezone.
tz_localize(None) method can be applied to the dataframe column to remove the timezone information.
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
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