diff --git a/src/ml4t/data/macro/downloader.py b/src/ml4t/data/macro/downloader.py
index 115755a1..18a85158 100644
--- a/src/ml4t/data/macro/downloader.py
+++ b/src/ml4t/data/macro/downloader.py
@@ -30,6 +30,7 @@
 
 import os
 from dataclasses import dataclass, field
+from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any
 
@@ -269,10 +270,18 @@ def _download_from_yfinance(self, symbols: list[str]) -> pl.DataFrame:
 
             ticker = yf_mapping[series_id]
             try:
+                # yfinance treats end as exclusive. Config dates are inclusive.
+                end = self.config.end
+                try:
+                    end = (datetime.strptime(end, "%Y-%m-%d") + timedelta(days=1)).strftime(
+                        "%Y-%m-%d"
+                    )
+                except ValueError:
+                    pass
                 df = yf.download(
                     ticker,
                     start=self.config.start,
-                    end=self.config.end,
+                    end=end,
                     progress=False,
                     auto_adjust=True,
                     threads=False,
diff --git a/src/ml4t/data/providers/fama_french.py b/src/ml4t/data/providers/fama_french.py
index bc899d08..3b618a4d 100644
--- a/src/ml4t/data/providers/fama_french.py
+++ b/src/ml4t/data/providers/fama_french.py
@@ -41,6 +41,7 @@
 
 import io
 import zipfile
+from calendar import monthrange
 from datetime import datetime
 from pathlib import Path
 from typing import Any, ClassVar, Literal
@@ -730,11 +731,11 @@ def fetch(
             )
             df = df.filter(pl.col("timestamp") >= start_date)
         if end:
-            end_date = (
-                datetime.strptime(end[:10], "%Y-%m-%d").date()
-                if len(end) >= 10
-                else datetime.strptime(end + "-28", "%Y-%m-%d").date()
-            )
+            if len(end) >= 10:
+                end_date = datetime.strptime(end[:10], "%Y-%m-%d").date()
+            else:
+                year, month = (int(part) for part in end.split("-", 1))
+                end_date = datetime(year, month, monthrange(year, month)[1]).date()
             df = df.filter(pl.col("timestamp") <= end_date)
 
         self.logger.info(
diff --git a/src/ml4t/data/providers/finnhub.py b/src/ml4t/data/providers/finnhub.py
index e80ff1e9..3dca8715 100644
--- a/src/ml4t/data/providers/finnhub.py
+++ b/src/ml4t/data/providers/finnhub.py
@@ -4,7 +4,7 @@
 """
 
 import os
-from datetime import datetime
+from datetime import UTC, datetime
 from typing import Any, ClassVar
 
 import polars as pl
@@ -34,6 +34,19 @@
 logger = structlog.get_logger()
 
 
+def _utc_unix_timestamp(value: str, *, inclusive_date: bool = False) -> int:
+    """Parse a date or datetime as a UTC unix timestamp.
+
+    A date-only end bound covers that UTC calendar day. An explicit datetime
+    is used as given, with naive values treated as UTC.
+    """
+    parsed = datetime.fromisoformat(value)
+    parsed = parsed.replace(tzinfo=UTC) if parsed.tzinfo is None else parsed.astimezone(UTC)
+    if inclusive_date and "T" not in value and len(value) == 10:
+        parsed = parsed.replace(hour=23, minute=59, second=59)
+    return int(parsed.timestamp())
+
+
 class FinnhubProvider(BaseProvider):
     """Fetch Finnhub market data through synchronous provider methods.
 
@@ -196,12 +209,11 @@ def _fetch_raw_data(
                 value=frequency,
             )
 
-        # Convert dates to unix timestamps
+        # Convert dates to unix timestamps. Date-only bounds are UTC calendar
+        # days, with the end date inclusive through 23:59:59.
         try:
-            start_dt = datetime.fromisoformat(start)
-            end_dt = datetime.fromisoformat(end)
-            start_ts = int(start_dt.timestamp())
-            end_ts = int(end_dt.timestamp())
+            start_ts = _utc_unix_timestamp(start)
+            end_ts = _utc_unix_timestamp(end, inclusive_date=True)
         except ValueError as err:
             raise DataValidationError(
                 provider="finnhub",
diff --git a/src/ml4t/data/providers/kalshi.py b/src/ml4t/data/providers/kalshi.py
index 2385de89..9a415a57 100644
--- a/src/ml4t/data/providers/kalshi.py
+++ b/src/ml4t/data/providers/kalshi.py
@@ -35,7 +35,7 @@
 """
 
 import time
-from datetime import datetime
+from datetime import UTC, datetime
 from typing import Any, ClassVar
 
 import polars as pl
@@ -201,11 +201,11 @@ def _fetch_raw_data(
                 value=frequency,
             )
 
-        # Convert dates to unix timestamps
-        start_dt = datetime.strptime(start, "%Y-%m-%d")
-        end_dt = datetime.strptime(end, "%Y-%m-%d")
-        # Set end to end of day
-        end_dt = end_dt.replace(hour=23, minute=59, second=59)
+        # Convert inclusive UTC calendar dates to unix timestamps.
+        start_dt = datetime.strptime(start, "%Y-%m-%d").replace(tzinfo=UTC)
+        end_dt = datetime.strptime(end, "%Y-%m-%d").replace(
+            hour=23, minute=59, second=59, tzinfo=UTC
+        )
 
         start_ts = int(start_dt.timestamp())
         end_ts = int(end_dt.timestamp())
diff --git a/src/ml4t/data/providers/polygon.py b/src/ml4t/data/providers/polygon.py
index db2e841c..b18b2875 100644
--- a/src/ml4t/data/providers/polygon.py
+++ b/src/ml4t/data/providers/polygon.py
@@ -338,7 +338,7 @@ def _fetch_raw_data(
                     )
                 raise ProviderError(provider=self.name, message=f"API error: {error_msg}")
 
-            return data
+            return self._collect_aggregate_pages(data)
 
         except (
             AuthenticationError,
@@ -351,6 +351,27 @@ def _fetch_raw_data(
         except Exception as err:
             raise NetworkError(provider=self.name, message=f"Request failed: {endpoint}") from err
 
+    def _collect_aggregate_pages(self, data: dict[str, Any]) -> dict[str, Any]:
+        """Follow aggregate ``next_url`` cursors so a 50,000-row page is not the whole result."""
+        next_url = data.get("next_url")
+        if not isinstance(next_url, str) or not next_url:
+            return data
+        raw_results = data.get("results") or []
+        results = (
+            [item for item in raw_results if isinstance(item, dict)]
+            if isinstance(raw_results, list)
+            else []
+        )
+        seen: set[str] = set()
+        while isinstance(next_url, str) and next_url and next_url not in seen:
+            seen.add(next_url)
+            page = self._get_json(next_url, {})
+            results.extend(item for item in page.get("results", []) if isinstance(item, dict))
+            next_url = page.get("next_url")
+        if seen:
+            return {**data, "results": results}
+        return data
+
     def _transform_data(self, raw_data: dict[str, Any], symbol: str) -> pl.DataFrame:
         """Transform raw API response to Polars DataFrame."""
         if not raw_data.get("results"):
diff --git a/src/ml4t/data/providers/polymarket.py b/src/ml4t/data/providers/polymarket.py
index d54e406e..d2673280 100644
--- a/src/ml4t/data/providers/polymarket.py
+++ b/src/ml4t/data/providers/polymarket.py
@@ -30,7 +30,7 @@
 """
 
 import json
-from datetime import datetime, timedelta
+from datetime import UTC, datetime, timedelta
 from math import isfinite
 from typing import Any, ClassVar
 
@@ -378,8 +378,8 @@ def _fetch_price_history(
             List of price points [{t: timestamp, p: price}, ...]
         """
         try:
-            start_dt = datetime.strptime(start, "%Y-%m-%d")
-            end_dt = datetime.strptime(end, "%Y-%m-%d")
+            start_dt = datetime.strptime(start, "%Y-%m-%d").replace(tzinfo=UTC)
+            end_dt = datetime.strptime(end, "%Y-%m-%d").replace(tzinfo=UTC)
 
             history: list[dict[str, Any]] = []
             chunk_days = self.HISTORY_CHUNK_DAYS if interval != "max" else self.MAX_MARKET_SCAN
diff --git a/src/ml4t/data/update_manager.py b/src/ml4t/data/update_manager.py
index ce2d1fe3..f94b4723 100644
--- a/src/ml4t/data/update_manager.py
+++ b/src/ml4t/data/update_manager.py
@@ -195,8 +195,9 @@ def detect_gaps_in_storage(
         start_date = _ensure_datetime(start_date)
         end_date = _ensure_datetime(end_date)
         try:
-            # Read data from storage
-            df = storage.read(key, start_date, end_date).collect()
+            # Storage end bounds are exclusive. Open the inclusive end by one
+            # microsecond so a bar timestamped on end_date is part of the range.
+            df = storage.read(key, start_date, end_date + timedelta(microseconds=1)).collect()
 
             if df.is_empty():
                 # No data in range means entire range is a gap
diff --git a/tests/test_fama_french_provider.py b/tests/test_fama_french_provider.py
index 5fbffe98..6ef654cc 100644
--- a/tests/test_fama_french_provider.py
+++ b/tests/test_fama_french_provider.py
@@ -315,6 +315,29 @@ def test_fetch_date_filtering(self):
 
             assert len(df) == 2  # Only 2024 dates
 
+    def test_fetch_month_filter_includes_final_calendar_day(self):
+        """YYYY-MM end filters include observations after the 28th."""
+        with tempfile.TemporaryDirectory() as tmpdir:
+            provider = FamaFrenchProvider(cache_path=tmpdir, use_cache=True)
+            cached_df = pl.DataFrame(
+                {
+                    "timestamp": [
+                        datetime(2024, 2, 28),
+                        datetime(2024, 2, 29),
+                        datetime(2024, 3, 1),
+                    ],
+                    "Mkt-RF": [0.01, 0.02, 0.03],
+                }
+            )
+            cached_df.write_parquet(Path(tmpdir) / "ff3_daily.parquet")
+
+            filtered = provider.fetch("ff3", frequency="daily", start="2024-02", end="2024-02")
+
+            assert filtered["timestamp"].to_list() == [
+                datetime(2024, 2, 28),
+                datetime(2024, 2, 29),
+            ]
+
     def test_fetch_combined(self, provider):
         """Test fetch_combined merges datasets."""
         with tempfile.TemporaryDirectory() as tmpdir:
diff --git a/tests/test_finnhub_provider.py b/tests/test_finnhub_provider.py
index ed1e3f4d..a561281d 100644
--- a/tests/test_finnhub_provider.py
+++ b/tests/test_finnhub_provider.py
@@ -1,5 +1,6 @@
 """Tests for Finnhub provider module."""
 
+from datetime import UTC, datetime
 from unittest.mock import MagicMock, patch
 
 import polars as pl
@@ -252,6 +253,20 @@ def test_fetch_raw_data_error_status(self, provider):
             with pytest.raises(ProviderError, match="API error"):
                 provider._fetch_raw_data("AAPL", "2024-01-01", "2024-01-02", "daily")
 
+    def test_fetch_raw_data_uses_inclusive_utc_day(self, provider):
+        """Date-only bounds are UTC days and include the end date."""
+        mock_response = MagicMock()
+        mock_response.status_code = 200
+        mock_response.json.return_value = {"s": "no_data"}
+
+        with patch.object(provider.session, "get", return_value=mock_response) as mock_get:
+            with pytest.raises(SymbolNotFoundError):
+                provider._fetch_raw_data("AAPL", "2024-01-31", "2024-01-31", "1min")
+
+        params = mock_get.call_args.kwargs["params"]
+        assert params["from"] == int(datetime(2024, 1, 31, tzinfo=UTC).timestamp())
+        assert params["to"] == int(datetime(2024, 1, 31, 23, 59, 59, tzinfo=UTC).timestamp())
+
     def test_fetch_raw_data_missing_data_arrays(self, provider):
         """Test missing data arrays raise SymbolNotFoundError."""
         mock_response = MagicMock()
diff --git a/tests/test_kalshi_unit.py b/tests/test_kalshi_unit.py
index c2a3a44f..3c55309c 100644
--- a/tests/test_kalshi_unit.py
+++ b/tests/test_kalshi_unit.py
@@ -14,7 +14,7 @@
     - List markets/series methods
 """
 
-from datetime import datetime
+from datetime import UTC, datetime
 from unittest.mock import MagicMock, patch
 from urllib.parse import urlparse
 
@@ -409,6 +409,19 @@ def provider(self):
         yield provider
         provider.close()
 
+    def test_fetch_raw_data_uses_utc_calendar_bounds(self, provider):
+        """Inclusive date bounds are converted in UTC, not the local timezone."""
+        mock_response = MagicMock()
+        mock_response.status_code = 200
+        mock_response.json.return_value = {"candlesticks": []}
+
+        with patch.object(provider.session, "get", return_value=mock_response) as mock_get:
+            provider._fetch_raw_data("KXINFL-25JAN", "2024-01-31", "2024-01-31", "daily")
+
+        params = mock_get.call_args.kwargs["params"]
+        assert params["start_ts"] == int(datetime(2024, 1, 31, tzinfo=UTC).timestamp())
+        assert params["end_ts"] == int(datetime(2024, 1, 31, 23, 59, 59, tzinfo=UTC).timestamp())
+
     def test_fetch_ohlcv_success(self, provider):
         """Test successful fetch_ohlcv with mocked response."""
         ts1 = int(datetime(2024, 1, 2, 12, 0).timestamp())
diff --git a/tests/test_macro_downloader.py b/tests/test_macro_downloader.py
index 884e5466..14f8616a 100644
--- a/tests/test_macro_downloader.py
+++ b/tests/test_macro_downloader.py
@@ -222,11 +222,12 @@ def test_download_from_yfinance(self, manager):
         )
         mock_df.columns = pd.MultiIndex.from_tuples([("Close", "")])
 
-        with patch("yfinance.download", return_value=mock_df):
+        with patch("yfinance.download", return_value=mock_df) as mock_download:
             df = manager._download_from_yfinance(["DGS10"])
 
             assert not df.is_empty()
             assert "DGS10" in df.columns
+            assert mock_download.call_args.kwargs["end"] == "2025-01-01"
 
     def test_compute_derived_series(self, manager):
         """Test _compute_derived_series method."""
diff --git a/tests/test_polygon_provider.py b/tests/test_polygon_provider.py
index 4c2f75e3..a6707cf3 100644
--- a/tests/test_polygon_provider.py
+++ b/tests/test_polygon_provider.py
@@ -386,6 +386,30 @@ def test_api_parameters(self):
             assert params.get("limit") == 50000
             assert params.get("apiKey") == "test_key"
 
+    def test_fetch_raw_data_follows_next_url(self):
+        """Aggregate responses continue through next_url instead of stopping at one page."""
+        provider = MassiveProvider(api_key="test_key")
+        first = MagicMock()
+        first.status_code = 200
+        first.json.return_value = {
+            "status": "OK",
+            "results": [{"t": 1, "o": 1.0, "h": 1.0, "l": 1.0, "c": 1.0, "v": 1.0}],
+            "next_url": "https://api.massive.com/v2/aggs/next?cursor=abc",
+        }
+        second = MagicMock()
+        second.status_code = 200
+        second.json.return_value = {
+            "status": "OK",
+            "results": [{"t": 2, "o": 2.0, "h": 2.0, "l": 2.0, "c": 2.0, "v": 2.0}],
+        }
+
+        with patch.object(provider.session, "get", side_effect=[first, second]) as mock_get:
+            data = provider._fetch_raw_data("AAPL", "2024-01-01", "2024-03-01", "daily")
+
+        assert [row["t"] for row in data["results"]] == [1, 2]
+        assert mock_get.call_count == 2
+        assert mock_get.call_args_list[1].kwargs["params"]["apiKey"] == "test_key"
+
 
 class TestMassiveAssetClassRouting:
     """Tests for Massive endpoint routing across asset classes."""
diff --git a/tests/test_polymarket_unit.py b/tests/test_polymarket_unit.py
index 3e5451da..e27aa49b 100644
--- a/tests/test_polymarket_unit.py
+++ b/tests/test_polymarket_unit.py
@@ -3,7 +3,7 @@
 These tests verify the Polymarket provider logic without making real API calls.
 """
 
-from datetime import datetime
+from datetime import UTC, datetime
 from unittest.mock import MagicMock, patch
 
 import polars as pl
@@ -392,6 +392,17 @@ def test_fetch_price_history_chunks_long_ranges(self, mock_fetch_chunk, provider
         assert mock_fetch_chunk.call_count == 2
         assert [point["t"] for point in history] == [1704067200, 1704153600, 1704240000]
 
+    @patch.object(PolymarketProvider, "_fetch_price_history_chunk")
+    def test_fetch_price_history_uses_utc_day_bounds(self, mock_fetch_chunk, provider):
+        """Price-history windows are inclusive UTC days."""
+        mock_fetch_chunk.return_value = []
+
+        provider._fetch_price_history("12345678901234567890", "2024-01-31", "2024-01-31", "1d")
+
+        _token_id, start_ts, end_ts, _interval = mock_fetch_chunk.call_args.args
+        assert start_ts == int(datetime(2024, 1, 31, tzinfo=UTC).timestamp())
+        assert end_ts == int(datetime(2024, 1, 31, 23, 59, 59, tzinfo=UTC).timestamp())
+
     @patch.object(PolymarketProvider, "_fetch_price_history_chunk")
     def test_fetch_price_history_normalizes_numeric_timestamps(self, mock_fetch_chunk, provider):
         """Retain numeric JSON timestamps and report malformed entries."""
diff --git a/tests/test_update_manager.py b/tests/test_update_manager.py
index 2f930e7e..a02e8bde 100644
--- a/tests/test_update_manager.py
+++ b/tests/test_update_manager.py
@@ -320,6 +320,24 @@ def test_detect_gaps_in_storage_with_data(
         # Should detect gap at the end (Feb 1-15)
         assert len(gaps) >= 1
 
+    def test_detect_gaps_in_storage_keeps_bar_on_inclusive_end(self, storage: HiveStorage) -> None:
+        """A bar timestamped on the requested end date is inside the range."""
+        detector = GapDetector()
+        dates = [datetime(2024, 1, 1) + timedelta(days=i) for i in range(10)]
+        storage.write(
+            pl.DataFrame({"timestamp": dates, "close": [1.0] * len(dates)}),
+            "test_symbol",
+        )
+
+        gaps = detector.detect_gaps_in_storage(
+            storage,
+            "test_symbol",
+            datetime(2024, 1, 1),
+            datetime(2024, 1, 10),
+        )
+
+        assert gaps == []
+
 
 class TestIncrementalUpdater:
     """Test IncrementalUpdater for update strategies."""