Why does my crypto daily candle differ from another platform's?

Most likely because the two use different day boundaries, for example 00:00 UTC on one and a local midnight or a New York close on the other. The trades are the same; the grouping into days is not.

Should I use UTC or my local time for crypto daily levels?

Using the same boundary as the majority of participants and data vendors, which is usually 00:00 UTC, keeps your daily open and prior-day levels consistent with what others see. Whatever you choose, keep it fixed across your analysis and backtests.

Crypto daily open (00:00 UTC)

Crypto markets trade continuously, so a 'day' is a convention rather than a session. Most exchanges and data vendors start the daily candle at 00:00 UTC, which makes that time the reference for daily opens, daily profiles and daily statistics, unlike CME futures, whose trading day changes at 17:00 Chicago time.

Senzoukria · Glossary · Updated September 2026

At a glance

Usual convention: Daily candle opens 00:00 UTC
Binance klines: UTC by default; an optional timeZone parameter shifts intervals
CME equivalent: Trading day changes at 17:00 Chicago time
In Senzoukria: Crypto session studies split at 00:00 UTC

Why a convention is needed

A futures exchange closes daily, so its session boundary is a fact. A crypto exchange never closes, so any daily open, daily VWAP, daily volume profile or day-over-day comparison needs a chosen cut-off. The dominant convention is midnight UTC. Binance's API documentation states that kline intervals are interpreted in UTC by default, with an optional timeZone parameter that shifts them; daily trade archives are published per UTC day as well.

Other conventions exist, such as a New York close or a local midnight. They produce different daily candles from the same trades, and levels such as the daily open or the prior day's high differ accordingly.

Times that recur in a crypto day

00:00 UTC: new daily candle and new daily statistics on most venues and vendors.
Funding timestamps: on Binance, by default every 8 hours at 00:00, 08:00 and 16:00 UTC, although some contracts use other intervals.
Traditional market hours: activity often changes around the opening of US and European equity markets, which are not crypto events but move crypto flows.
Weekends: markets keep trading with typically different participation, a difference worth measuring rather than assuming.

In Senzoukria

On crypto charts, the session-based studies of the indicator catalogue, such as session VWAP, developing profile levels, session highs and lows and session cumulative delta split the day at 00:00 UTC, while charts fed by Databento's CME data use the CME trading day that changes at 17:00 Chicago time. The crypto depth history works on completed UTC days, and the deep history import is anchored on the current UTC day. The time axis can be displayed in your own time zone, but the session boundary of crypto studies stays at midnight UTC, so in New York it falls at 20:00 in summer and 19:00 in winter.

In the same section

Sources

Binance API: Market Data endpoints (klines timeZone) (2026-09-25)

This page in other languages

Français

Frequently asked questions

Why does my crypto daily candle differ from another platform's?: Most likely because the two use different day boundaries, for example 00:00 UTC on one and a local midnight or a New York close on the other. The trades are the same; the grouping into days is not.
Should I use UTC or my local time for crypto daily levels?: Using the same boundary as the majority of participants and data vendors, which is usually 00:00 UTC, keeps your daily open and prior-day levels consistent with what others see. Whatever you choose, keep it fixed across your analysis and backtests.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.