Could you clarify on how the QueryEndDate is used in creating data for last interval summary ? Is it included or excluded ?
For example, to extract OneSecond summary for 01June2023, currently I use
QueryStartDate: 2023-06-01 00:00:00
QueryEndDate: 2023-06-01 23:59:59.999
Would the data for last millisecond of the day not used in this case for creating last second summary ? Or should the QueryEndDate be 2023-06-02 00:00:00 ?
Essentially, I dont want to miss any tick data from 01June2023 while extracting OneSecond summaries, and at the same dont want to include any tick data from 02June2023.