Hi everyone,

I am trying to get the close price of the day, but as you can see I get 266.79 for the close of the 14th December 2017 but it's the close of the 13th December not the 14th.

Any idea ?

2017-12-14 00:00:00 : Time 2017-12-13 16:05:00
2017-12-14 00:00:00 : Close history symbol time SPY 2017-12-09 265.49 2017-12-12 266.34 2017-12-13 266.79 Name: close, dtype: float64
2017-12-14 00:00:00 : Close Today 266.79
import numpy as np
from datetime import datetime

class price_check(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''

def Initialize(self):

self.SetStartDate(2017,12,11) #Set Start Date
self.SetEndDate(2017,12,14) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Minute)
self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol

# at market close
self.Schedule.On(self.DateRules.EveryDay(self.spy), \
self.TimeRules.BeforeMarketClose(self.spy, -5), \
Action(self.EveryDayAtMarketClose))


def OnData(self, data):
pass

def EveryDayAtMarketClose(self):

lookback = 3
hist = self.History(self.spy, lookback, Resolution.Daily)
lastPrice = self.Securities[self.spy].Price

close = hist["close"]
self.Log('Time {}'.format(str(self.Time)))
self.Log('Close history {}'.format(close))
self.Log('Close Today {}'.format(close[-1]))

Thank you.