I know that markets only exists in a T&S List and the timeframes are calculated from these lists and at not volatile markets a gap with more than 1 second is usual, because it depents on the timestamp of a Tick. But my view of how a candle works:

+------------------------------------------+
|Time dd/hh:mm:ss(ms) |Price/Tick|
+---------------------------+--------------+
|01.Nov/23:59:59(127) |1.29425 |
|01.Nov/23:59:59(359) |1.29427 |
|01.Nov/23:59:59(855) |1.29430 |
|01.Nov/23:59:59(973) |1.29428 | Thursday-candle ends here
|02.Nov/00:00:00(117) |1.29421 | Friday-candle starts here (Open Trade at this Tickprice unregarded slippage)
..................................

this is how market works and how a automated advisor should work IMHO.

This is also my view, why openprices of new candle very seldom have the same closeprices.