Hour bar example:
Market closes for given instrument at 22:00 GMT. You will receive one hour bar with start time 21:00 GMT approximately at 22:00 GMT, but not earlier than 22:00 GMT when the bar ends. Actual time of delivery will be something like 22:00:00:322 as there is some milliseconds delay for bar to get calculated on our server and delivered to your PC. So at the time when onBar method for 21:00 GMT bar will be invoked, market will be already closed and if your strategy will try to submit order at that point it will be rejected.
Similarly 28.10.2014 daily bar (which starts 28.10.2014 00:00 GMT) will be delivered approximately 29.10.2014 00:00 GMT.
Also see "Trading hours" section here:
https://www.dukascopy.com/swiss/english/ ... unts/link/