How I can set custom timezone in the data?
We do not support custom timezones, data is always processed in the UTC.
If you need to operate in the custom timezone then input and output values should be converted on the client-side before a request is sent to us or output data processed.
In the corner-cases like OHLCV data on the higher than 1HRS periods (eg. 1DAY), you should execute queries only to the 1HRS period at the maximum and assemble higher periods like 1DAY on the client-side, as our 1DAY always starts and ends at the UTC midnight.