Trying to call the future data at market close(16:00 or 17:00). However, the data in 25 Oct 2017 seems not correct. Am I doing something wrong?

2017-10-25 17:00:00 : Bar high 2564.75 low 2564.75

from AlgorithmImports import *
from System.Drawing import Color

class TestAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017,10,1)
        self.SetEndDate(2017,10,30)
        self.SetCash(300000)


        self.future = self.AddFuture(Futures.Indices.SP500EMini, Resolution.Minute, extendedMarketHours=True, dataNormalizationMode = DataNormalizationMode.Raw,
                                                  dataMappingMode = DataMappingMode.OpenInterest,
                                                  contractDepthOffset = 0)
        self.future.SetFilter(TimeSpan.FromDays(10), TimeSpan.FromDays(90))

        self.consolidator = TradeBarConsolidator(timedelta(1))
        self.consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.future.Symbol, self.consolidator)

    def consolidation_handler(self, sender, bar):
        pass

    def OnData(self, data):
        if not data.Bars.ContainsKey(self.future.Symbol):
            return

        if data.Time.hour == 17 and data.Time.minute == 00:
            bar = self.consolidator.WorkingBar
            self.Log("Bar high {} low {}".format(bar.High,bar.Low))