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A symmetry-guided definition of time may enhance and simplify the analysis ofhistorical series with recurrent patterns and seasonalities. By enforcingsimple-scaling and stationarity of the distributions of returns, we identify asuccessful protocol of time definition in Finance. The essential structure ofthe stochastic process underlying the series can thus be analyzed within a mostparsimonious symmetry scheme in which multiscaling is reduced in the quest of atime scale additive and independent of moment-order in the distribution ofreturns. At the same time, duration of periods in which markets remain inactiveare properly quantified by the novel clock, and the corresponding (e.g.,overnight) returns are consistently taken into account for financialapplications.

How fast does the clock of Finance run? - A time-definition enforcing scale invariance and quantifying overnights