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At Python Metatrader5 there is function named "copy_rates_range ".
It's work at UTC time zone.
This function can bring historical data,
From 00:00 Monday at 23:57 Friday.
But The Market work since 21:00 Sunday to 21:00 Friday at UTC time zone
or 00:00 Monday to 23:59 Friday at Moscow time zone.
I think, there is some things wrong at this function.