I need to store OHLC data from the Forex Market. I live in the UK which is presently in British Summer Time +1. The Forex Market EST, which is normally -5 from GMT. I'm not sure how Eastern Daylight time Affects things.
I want to store the data in a format that is consistent across timezones etc and also to know when the daily trading session starts and ends.
This has got me totally confused: http://www.forex-market-hours.net/
There's a two hour difference between the EST times for summer and winter and a one hour difference between the GMT times...
Can anyone explain how I can store the data in a time-zone independent format and work out the session start time?
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