Facing issue with get multiple store orders with different timezone

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I have software, which support multiple shopify store  with different timezone. when we fetch order 
via https://xxxxx.myshopify.com/admin/api/2020-07/orders.json?limit=250&status=any&updated_at_min=2020-0...
then data get empty array, when we pass one day old date then data pulled correct.
that means real order with live streaming is not working with different timezone.