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When The Day Starts
A trick with the dates is to be aware of the start time for that broker's "Day". This affects Daily bars only.
With Gain Capital the start time is 5:00pm New York time. Or more correctly, the end of their day is 4:59:59pm.
So what you might think of as the Daily bar for November 2nd, actually starts at 5:00pm on November 1st.
What it means is if anywhere in ATM (backtesting, charts, view data, etc) you choose a "From" date of "01-Jan-06 00:00:00", the Daily bar starting at "31-Dec-2005 17:00:00" (the bar you think of as that for January 1st, 2006) will not be included. And most likely you did actually want to include that bar.
Similarly, choosing a "To" date of "31-Jan-2006 23:59:59" will include the Daily bar that starts at "31-Jan-2006 17:00:00" (the bar you think of as that for February 1st, 2006). And most likely you did not want to include that bar.
Where the start of the day is midnight GMT, there is no such problem.
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