Hi Stanislav, can run a quick test for me and confirm the results please.
1 – Download a small amount of recent data using 1 timezone
2- Download the same data with the timezone changed
3 – Compare the textfiles in notepad++ (or something similar) and confirm that the files are in fact identical?
Or please confirm that this is what you have actually done and let me know what asset, timframe and timezone you used so I can look into this.
Cheers,
Sam