TradeStation Help
In order to interpret the data and build & time stamp the bars correctly, TradeStation needs to know the time zone of the data.
Typically, exchange information is downloaded from the TradeStation data network each time a connection is made. A table of supported exchanges (names and time zones) is available so that you can reference them correctly.
If needed, you can create a custom exchange file called custexch.txt in the CAL subdirectory of TradeStation. This will contain the exchange name and the number corresponding to the appropriate timezone. A table of time zones and corresponding numbers is available for reference. If a custom exchange is not defined in the custexch.txt file or if the file does not exist, then we will default to an 'NA' exchange name and the Eastern time zone.
Examples of custom exchange entries in the user created custexch.txt file:
The exchange name may be truncated when it is displayed in the platform due to a limitation in the number of characters. This limitation is currently 7 characters.