Function bbgDatetimeToUTC

src/blpapi_utils.cpp:123–136

In case data already comes in localtime (cf TZDF ) we need to adjust back to UTC

// In case data already comes in localtime (cf TZDF<GO>) 
// we need to adjust back to UTC 
const double bbgDatetimeToUTC(const BloombergLP::blpapi::Datetime& dt) {
  boost::gregorian::date bbg_boost_date(dt.year(),dt.month(),dt.day());
  boost::posix_time::time_duration td =
    boost::posix_time::hours(dt.hours()) +
    boost::posix_time::minutes(dt.minutes()) +
    boost::posix_time::seconds(dt.seconds()) +
    boost::posix_time::milliseconds(dt.milliseconds());
  boost::posix_time::ptime bbg_ptime(bbg_boost_date,td);

  // cf http://stackoverflow.com/a/4462309/143305
  boost::posix_time::ptime epoch(boost::gregorian::date(1970,1,1));
  boost::posix_time::time_duration::sec_type x = (bbg_ptime - epoch).total_seconds();
  return x;
}

void addPosixClass(SEXP x) {
    // create and add dates class to dates object