I'm not quite sure what to check but I think the highest resolution in .t6 is 1 minute and a tick therefore is a 1-minute-bar.

If I let Zorro print the close price each bar in a bar period of 1 I get these prices:

Code:
EUR/USD:
[2386: Mon 05.01.09 23:59] (1.36487)priceClose: 1.36376
[2387: Tue 06.01.09 00:00] (1.36376)priceClose: 1.36299

[3817: Tue 06.01.09 23:59] (1.35087)priceClose: 1.35070
[3818: Wed 07.01.09 00:00] (1.35070)priceClose: 1.34973


EUR/GBP:
[2392: Mon 05.01.09 23:59] (0.92733)priceClose: 0.92690
[2393: Tue 06.01.09 00:00] (0.92690)priceClose: 0.92680

[3830: Tue 06.01.09 23:59] (0.90603)priceClose: 0.90598
[3831: Wed 07.01.09 00:00] (0.90598)priceClose: 0.90537

Here it is noticeable that in BarPeriods 240/60/15/5 the close price of 00:00 is set to a value that is regarded as the close price of 23:59 in a bar period of 1. But this is from the point of view of a bar period of 1 of course.