diff --git a/vnpy_ftx/ftx_gateway.py b/vnpy_ftx/ftx_gateway.py index 12c6d37..ca69409 100644 --- a/vnpy_ftx/ftx_gateway.py +++ b/vnpy_ftx/ftx_gateway.py @@ -643,7 +643,7 @@ def query_history(self, req: HistoryRequest) -> List[BarData]: bar = BarData( symbol=req.symbol, exchange=req.exchange, - datetime=datetime.utcfromtimestamp(his_data["time"] / 1000), + datetime=datetime.fromtimestamp(his_data["time"] / 1000, timezone.utc), interval=req.interval, volume=his_data["volume"], open_price=his_data["open"],