MarketDataSnapshot output timestamps are not consistent T for D1 timeframe

Good morning!



We are using MarketDataSnapshot.xlsm to gather EOD data. Our input values are: EUR/USD, D1, 05/05/2012, 23/10/2014.



We made a very simple addition to MarketDataSnapshot.xlsm to add fields for high, low and close. In the sub PrintHistoryData we added:

Me.Cells(2 + i, 4) = reader.getBidHigh(i)

Me.Cells(2 + i, 5) = reader.getBidLow(i)

Me.Cells(2 + i, 6) = reader.getBidClose(i)



Our understanding is that the FXCM day begins at 17:00. Yet the MarketDataSnapshot data time stamps are 21:00 from: 8/27/2013 21:00 to 10/31/2013 21:00. Then it shifts to 22:00 from: 11/3/2013 22:00 to 3/6/2014 22:00. The timestamp then shifts again back to 21:00 for the remainder of the data.



This does not seem correct. What is this data telling us? Why aren't the timestamps for 17:00 for D1? Why do the timestamps change time in the middle of the data series?



Thank you for your help in clarifying this.