I'm new to QuantConnect & trying to understand indicators and rolling windows. I've written this to test my understanding, but I'm confused about the IndicatorDataPoint time values for daily resolution.

I use EURUSD Forex data from Oanda and FXCM. My understanding is...

FXCM is in EST time zone and rolls over at midnight EST. All the time values agree.

Oanda data in in UTC/GMT, rolls over at midnight UTC/GMT, but is timestamped in EST. The slice time each day is 19:00 or 7:00 pm (makes sense), but the IndicatorDataPoint.Time is 12:00:00 am. Is tis UTC/GMT, or is the IndicatorDataPoint.Time using FXC data, or something else? The inidcator values suggest the time is actually 19:00 EST.

Any pointers would be helpful.