As I am learning the platform, I notice that if I set a GTC limit order today, the order may not get filled in backtesting even if the price low for tomorrow is well below the limit. 

For example, I set a GTC limit order for SPY end of the day on Apr 5h with a limit @406. The low on Apr 6th is 405.4 and close on Apr 6th is 406.12. In this case, I didn't get a fill on Apr 6th. 

Question: Is this because I only subscribe to daily data and the algorithm only checks close price? If so, is there any setting I can use to let the order filled if the low is below the limit?