reqHistoricalData: tzone argument does not seem to work correctly

[GoogleCodeExporter]

What steps will reproduce the problem?

My local timezone is GMT+2. However, I want to use America/Chicago for 
subsequent operations. Which works with standard time operations like 
Sys.time(). Here is the discrepancy.

> Sys.timezone()
[1] "America/Chicago"
> spy =  reqHistoricalData(tws, twsEquity("SPY"), barSize="5 mins", 
duration="600 S", tzone="America/Chicago")
TWS Message: 2 -1 2100 API client has been unsubscribed from account data. 
waiting for TWS reply on SPY .... done.
> spy
                    SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.WAP SPY.hasGaps SPY.Count
2014-08-08 00:40:00   192.22   192.30  192.19    192.26       3793 192.233      
     0       757
2014-08-08 00:45:00   192.26   192.36  192.19    192.21       4364 192.286      
     0       743
2014-08-08 00:50:00   192.19   192.27  192.14    192.22       3420 192.211      
     0       673
> Sys.time()
[1] "2014-08-07 18:54:58.144836 CDT"
> index(spy)
[1] "2014-08-08 00:40:00 CDT" "2014-08-08 00:45:00 CDT" "2014-08-08 00:50:00 
CDT"
> spy =  reqHistoricalData(tws, twsEquity("SPY"), barSize="5 mins", 
duration="600 S")
waiting for TWS reply on SPY .... done.
> spy
                    SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.WAP SPY.hasGaps SPY.Count
2014-08-08 00:45:00   192.26   192.36  192.19    192.21       4364 192.286      
     0       743
2014-08-08 00:50:00   192.19   192.27  192.14    192.18       3898 192.208      
     0       751
2014-08-08 00:55:00   192.19   192.22  192.13    192.15       2483 192.174      
     0       445

What is the expected output? What do you see instead?

It seems like you're trying to diff the time, but that doesn't seem to work. I 
couldn't find a way to fix this yet.

It seems to think that GMT+1 (?) is equal to America/Chicago. Completely 
unexpected at any rate. Somehow time zone information is lost.

> Sys.setenv(TZ="Europe/Istanbul")
> Sys.time()
[1] "2014-08-08 03:01:04.078636 EEST"

What version of the product are you using? On what operating system?

0.9-10 on OS X

Please provide any additional information below.

You can mail me privately if you'd like. Cheers!

Original issue reported on code.google.com by [email protected] on 8 Aug 2014 at 12:01

[GoogleCodeExporter]

This may help finding the error. After I set the time zone to the correct time 
zone:

Browse[3]> Sys.setenv(TZ="Europe/Istanbul")
Browse[3]> Sys.time()
[1] "2014-08-08 03:01:04.078636 EEST"   # CORRECT TIME
Browse[3]> reqHistoricalData(tws, twsEquity("SPY"), barSize="5 mins", 
duration="600 S", tzone="UTC")
waiting for TWS reply on SPY .... done.
                    SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.WAP SPY.hasGaps SPY.Count
2014-08-07 21:50:00   192.19   192.27  192.14    192.18       3898 192.208      
     0       751
2014-08-07 21:55:00   192.19   192.22  192.06    192.11       4079 192.150      
     0       741
2014-08-07 22:00:00   192.10   192.22  192.08    192.21       4242 192.148      
     0       738
Browse[3]> reqHistoricalData(tws, twsEquity("SPY"), barSize="5 mins", 
duration="600 S", tzone="America/Chicago")
waiting for TWS reply on SPY .... done.
                    SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.WAP SPY.hasGaps SPY.Count
2014-08-07 16:55:00   192.19   192.22  192.06    192.11       4079 192.150      
     0       741
2014-08-07 17:00:00   192.10   192.22  192.08    192.19       4253 192.148      
     0       741
2014-08-07 17:05:00   192.22   192.22  192.16    192.17        369 192.189      
     0        63

This is not the correct time for Chicago:
Browse[3]> Sys.setenv(TZ="America/Chicago")
Browse[3]> Sys.time()
[1] "2014-08-07 19:08:35.706916 CDT"

So, the ONLY way to get the correct results is to set TZ to GMT, which doesn't 
make any sense :(

Original comment by [email protected] on 8 Aug 2014 at 12:09

[GoogleCodeExporter]

Yes, I've verified that the function works correctly iff TZ="GMT"

Original comment by [email protected] on 8 Aug 2014 at 12:16