After my poor experience with Acme Market Analytics I am investigating Investor/RT as an alternative. I ran into a problem with session management here to, however unlike Rancho Dinero, support has been excellent.
The ProblemWhen the exchange time zone finishes daylight savings time (DST), but your local time zone doesn't change and before New York DST finishes your charts will be incorrect. I am using IQFeed as my data provider.
I am located in Brisbane, Australia and we have no DST. I trade the German DAX in the evenings and they finished DST about one week ago on Sunday, October 26. So from my perspective, last week the Eurex DAX futures market shifted an hour later to open at 17:00 Brisbane time. In Investor/RT this had the effect of leaving an empty gap of one hour from 16:00 and missing the last hour of trade.
The SolutionIn Investor/RT session start and end times are specified in the local PC time zone. This is how Investor/RT is designed and so it cannot automatically handle this situation as it has no record of the exchange's time zone.
The only solution that should apparently work seamlessly through international DST changes is to set my Windows time zone to New York. I am not sure how specific the solution is to using IQFeed.