I was experimenting with universes and found some strange things. That's selection code:

def FineSelectionFunction(self, fine):
        # sort descending by P/E ratio
        fine = [x for x in fine if self.Time < x.EarningReports.FileDate + dt.timedelta(days=7) 
                            or x.EarningReports.FileDate == dt.time()]
        for x in fine:
            self.Log("Symbol:" + x.SecurityReference.SecuritySymbol +", Filling date:" + x.EarningReports.FileDate.strftime("%m/%d/%Y, %H:%M:%S"))

Some logs for backtest January 2019:

2019-01-10 00:00:00 Symbol:NKE, Filling date:01/08/2019, 00:00:00
2019-01-10 00:00:00 Symbol:RHT, Filling date:01/04/2019, 00:00:00
2019-01-10 00:00:00 Symbol:CAG, Filling date:01/03/2019, 00:00:00

Then I checked reports at Nasdaq and dates are completely different. 



Apparently all qurterly reports for these companies were dated by Dec. Any ideas why EarningReports.FileDate shows different?