I notice when testing some of the MT5 history loader examples that they will load a weeks worth of data beginning at 00:00 on Monday, finishing at 22:59 on Friday. The next week then begins again at 00:00 Monday (all of these time appear to be GMT+1 hr) This creates a 49 hour gap until the next Monday morning. However several other sources of data I can view have only a 48 hr gap, so I'm wondering if there is a bug in the MT5 time series generation code? For comparison, look at the data available from ratedata.gaincapital.com, it has only a 48 gap, going from 17:00 Sunday to 17:00 Friday (EST) each week. NetDania.com and FXCM.com also display data from 17:00 Sun to 17:00 Fri EST. So, does MT5 have a bug since they are missing an hour? As an aside, I wish history data would include the timezone. It would make back testing using different data sources easier.
It's not a bug. Some broker open and close their trading session early and some don't. It's got to do with their banks as trading partner.