Given that it's possible to download hourly bars, usually with a UTC timestamp, from most brokers, it then becomes possible to create one's own daily bars. I am thinking of doing this and would like to hear opinions on whether it is advisable or not. Specifically, I want to take the UTC timestamp, parse it into both London and New York time taking into account daylight saving time during the summer months, and create daily bars that begin with the opening of the Asian session and end with the closing of the New York session, effectively having bars that run from approximately 5pm to 5pm New York time midweek, and starting at @ 10pm London time on Sundays for Monday's daily bar.