Reprocess Daily Data to Exchange Timezone / Address SPX Issue

[Martin-Molinero]

Expected Behavior

• Always when consuming a daily bar it's Time and EndTime go from midnight T to midnight T+1

Actual Behavior

• Depending on the data time zone some daily bars time are shifted. For example: NYMEX future CL 'data' TZ is UTC while 'exchange' TZ is NY, so daily bars go from 8PM 'X day' to 8PM 'X+1 day'. Note that the data
  in the daily bar itself is filtered by exchange open, so it has data from 09:30 'X+1 day' to 17:00 'X+1 day' as expected.

This issue was triggered by #6963

See relevant comment.

Potential Solution

A- Reprocess daily data to be in exchange timezone always. Note this option would still suffer of these type of issues #6835 since the end time crosses into the next day

B- Another potential solution could be adjust daily resolution Time & EndTime to actually reflect the data times used to build it. For example US equities daily bar would go from 9:30 AM to 4 PM NY time

Reproducing the Problem

• Daily Nymex CL future bar times

System Information

N/A

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue