Matt,
The Day unit is special in historical data requests, when used either as a bar size or duration. Instead of a calendar day, it returns data for a trading session. So for the EUR/USD pair for instance, this will be 17:15-17:00 EST. A query with duration of '1 Day' will return data for the current trading session, corresponding to the time period starting at 5:15pm EST. To receive data for a calendar day the options would be to specify '2 D' as the duration, which would return more than a calendar day, or to specify the duration in a different unit, such as 86400 S (seconds).?
Josh (IBKR)
