{"action":"opened","issue":{"url":"https://api.github.com/repos/vnpy/vnpy/issues/127","repository_url":"https://api.github.com/repos/vnpy/vnpy","labels_url":"https://api.github.com/repos/vnpy/vnpy/issues/127/labels{/name}","comments_url":"https://api.github.com/repos/vnpy/vnpy/issues/127/comments","events_url":"https://api.github.com/repos/vnpy/vnpy/issues/127/events","html_url":"https://github.com/vnpy/vnpy/issues/127","id":170177816,"number":127,"title":"IB 的tick数据时间有问题","user":{"login":"4ever911","id":20335767,"avatar_url":"https://avatars.githubusercontent.com/u/20335767?v=3","gravatar_id":"","url":"https://api.github.com/users/4ever911","html_url":"https://github.com/4ever911","followers_url":"https://api.github.com/users/4ever911/followers","following_url":"https://api.github.com/users/4ever911/following{/other_user}","gists_url":"https://api.github.com/users/4ever911/gists{/gist_id}","starred_url":"https://api.github.com/users/4ever911/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/4ever911/subscriptions","organizations_url":"https://api.github.com/users/4ever911/orgs","repos_url":"https://api.github.com/users/4ever911/repos","events_url":"https://api.github.com/users/4ever911/events{/privacy}","received_events_url":"https://api.github.com/users/4ever911/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":0,"created_at":"2016-08-09T14:17:07Z","updated_at":"2016-08-09T14:17:07Z","closed_at":null,"body":"我看在tickprice函数里面解析价格时用到local time填充然后发送给ontick, 这里有一个逻辑问题。 如果本地时间和服务器有差别 （基本上肯定有差别）， 那么数据对齐上肯定有问题， 生成到k线数据会不正确。 \r\n\r\n我看backtrader 用的  RTVolume 这个参数， 返回的tick数据包含服务器得时间戳。"}}
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