diff --git a/README.md b/README.md
index 16a6051..52333c4 100644
--- a/README.md
+++ b/README.md
@@ -642,6 +642,7 @@ result = ta.cagr(df.close)
     * **Moving Average Choices**: dema, ema, fwma, hma, linreg, midpoint, pwma, rma, sinwma, sma, swma, t3, tema, trima, vidya, wma, zlma.
 * An _experimental_ and independent __Watchlist__ Class located in the [Examples](https://github.com/twopirllc/pandas-ta/tree/master/examples/watchlist.py) Directory that can be used in conjunction with the new __Strategy__ Class.
 * _Linear Regression_ (**linear_regression**) is a new utility method for Simple Linear Regression using _Numpy_ or _Scikit Learn_'s implementation.
+* Added utility/convience function, ```to_utc```, to convert the DataFrame index to UTC. See: ```help(ta.to_utc)```
 
 <br />
 
diff --git a/pandas_ta/utils/_time.py b/pandas_ta/utils/_time.py
index f6ba803..1411ec8 100644
--- a/pandas_ta/utils/_time.py
+++ b/pandas_ta/utils/_time.py
@@ -1,13 +1,14 @@
 # -*- coding: utf-8 -*-
 from datetime import datetime
 from time import localtime, perf_counter
+from typing import Tuple
 
-from pandas import DataFrame, date_range, Series, Timestamp
+from pandas import DataFrame, Series, Timestamp
 
 from pandas_ta import EXCHANGE_TZ
 
 
-def df_dates(df: DataFrame, dates: (str, list) = None) -> DataFrame:
+def df_dates(df: DataFrame, dates: Tuple[str, list] = None) -> DataFrame:
     """Yields the DataFrame with the given dates"""
     if dates is None: return None
     if not isinstance(dates, list):
@@ -41,7 +42,7 @@ def final_time(stime):
     return f"{time_diff * 1000:2.4f} ms ({time_diff:2.4f} s)"
 
 
-def get_time(exchange: str = "NYSE", full:bool = True, to_string:bool = False) -> (None, str):
+def get_time(exchange: str = "NYSE", full:bool = True, to_string:bool = False) -> Tuple[None, str]:
     """Returns Current Time, Day of the Year and Percentage, and the current
     time of the selected Exchange."""
     tz = EXCHANGE_TZ["NYSE"] # Default is NYSE (Eastern Time Zone)
@@ -88,6 +89,19 @@ def total_time(series: Series, tf: str = "years") -> float:
         return TimeFrame[tf]
     return TimeFrame["years"]
 
+
+def to_utc(df: DataFrame) -> DataFrame:
+    """Either localizes the DataFrame Index to UTC or it applies
+    tz_convert to set the Index to UTC.
+    """
+    if not df.empty:
+        try:
+            df.index = df.index.tz_localize("UTC")
+        except TypeError:
+            df.index = df.index.tz_convert("UTC")
+    return df
+
+
 # Aliases
 mtd_df = df_month_to_date
 qtd_df = df_quarter_to_date
diff --git a/setup.py b/setup.py
index 867c740..b7fe038 100644
--- a/setup.py
+++ b/setup.py
@@ -17,7 +17,7 @@ setup(
         "pandas_ta.volatility",
         "pandas_ta.volume"
     ],
-    version=".".join(("0", "2", "30b")),
+    version=".".join(("0", "2", "31b")),
     description=long_description,
     long_description=long_description,
     author="Kevin Johnson",
diff --git a/tests/test_utils.py b/tests/test_utils.py
index f4a051b..ec70e8a 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -7,6 +7,8 @@ from unittest.mock import patch
 import numpy as np
 import numpy.testing as npt
 from pandas import DataFrame, Series
+from pandas.api.types import is_datetime64_ns_dtype, is_datetime64tz_dtype
+
 
 data = {
     "zero": [0, 0],
@@ -259,6 +261,11 @@ class TestUtilities(TestCase):
         self.assertEqual(self.utils.get_offset(-1.1), 0)
         self.assertEqual(self.utils.get_offset(1), 1)
 
+    def test_to_utc(self):
+        result = self.utils.to_utc(self.data.copy())
+        self.assertTrue(is_datetime64_ns_dtype(result.index))
+        self.assertTrue(is_datetime64tz_dtype(result.index))        
+
     def test_total_time(self):
         result = self.utils.total_time(self.data)
         self.assertEqual(20.824093086926762, result)