Hi Team,

I am trying to fetch daily history in a minute resolution algo in the attached backtest.

The starting date is 8th March, 2022 and I fetch daily history at 10 AM on 8th, however, not sure why but I am also getting the daily bar of 8th while algo is only at 10 AM on the day. Is this bar of 8th closing(this would be wrong logic) or getting previous closed bar under date of 8th (this would be wrong classification). 

Please refer the attached backtest.

 

2013-10-08 10:00:00 :Last Bar: close 1.416789e+02 high 1.425505e+02 low 1.415350e+02 open 1.416873e+02 volume 9.629471e+07 Name: (SPY R735QTJ8XC9X, 2013-10-08 00:00:00), dtype: float642013-10-08 15:00:00 :Last Bar: close 1.416789e+02 high 1.425505e+02 low 1.415350e+02 open 1.416873e+02 volume 9.629471e+07 Name: (SPY R735QTJ8XC9X, 2013-10-08 00:00:00), dtype: float64

 

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