I am attempting to print the closing price of each one minute bar for the SPY on 9/5/17 to compare the data to ThinkOrSwim and others.
When I run my backtest the log shows 2017-09-05 09:31 PRINT 2017-08-31 13:32:00+00:00 246.627
I don't understand why it is showing the print for 8/31/17 and on top of that why at 9:32am why not 9:30am?
My bar count is set to 780, if my understanding is correct there should be 390 1 minutes bars in a single trading day so there should be 780 bars in two trading days (trading days 9:30am to 3:59pm). I would greatly appreciate any insights into the cause of this and welcome any suggestions to the code.