Understanding Lean's OnData(Slice data) mechanics

Hi, I have some minute data starting at "2017-10-01 00:00:00". I'm trying to examine how the data is fed to OnData() when I run the most basic algo - the base template in C#. When I put a breakpoint in OnData(Slice data) this is what I get the first time the breakpoint is hit (I'm using the most basic template algo - no warmups or anything complex).

data.Time == "2017-10-01 00:00:00"

data.Bars.Time == "2017-10-01 00:00:00"

data.Bars.Values.Time == "2017-10-01 04:00:00"

The data itself (data.Bars.Values.{Open, High, Low, Close}) is actually from "2017-10-01 04:00:00" (I checked the csv file). This confuses me - why is the data not from "2017-10-01 00:00:00", what do the different dates mean? Why is there a 4h gap?

Update Backtest

I'm sorry, in fact, the data is from "2017-10-01 03:59:00", not "2017-10-01 04:00:00".


Update Backtest


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