In my efforts to create consolidated bars with historical data, I've tested creating them with minute and hour resolution data, it is very strange that the close prices produced by the 2 are different.

Attached is an algorithm where I try to replicate the issue. 

Before anyone suggests me to use self.SetWarmup, yes I am aware that ite exists and how to use it, my goal here is to understand why minute and hour resolution data produce different consolidated bars of the same period.