If I were subscribed to a single stock, let's say SPY, with a daily resolution and we are only halfway through the day what would the expected data["SPY"].Close value be? The price up to that current point? This close price could differ from that actual price at the end of the day?

I am asking because I am trying to create a rolling window of historical close prices, but my code may not be valid if I am not retrieving the most accurate close price.

def Initialize(self):
self.SetStartDate(2010, 10, 11)
self.SetCash(10000)

self.SetBrokerageModel(BrokerageName.OandaBrokerage)
self.AddForex("EURUSD", Resolution.Minute)

self.Close = RollingWindow[float](100)

def OnData(self, data):

if 8 <= self.Time.hour <= 12:
self.Close.Add(data["EURUSD"].Close)

Is the above code not capturing the most accurate closing price? If so, can someone give me some advice? I was thinking of using a RollingWindow of QuoteBars instead, but I believe I'd run into the same problem.

Many thanks and Happy New Year
Marc