Rolling Window data one period behind?

Hi,

I'm comparing the data I get directly from the equity and a tradebar with rolling window and from the results I get it seems the tradebar data is one period behind (i.e. the 11am close is equal to the 10am rolling window using hourly data):

2022-01-03 11:00:00 : SPY Security LocalTime: 2022-01-03 11:00:00 Price:466.79 High:467.38 Low:465.41 Close:466.79
2022-01-03 11:00:00 : SPY window: 2022-01-03 09:00:00 -> 465.58 ... 2022-01-03 10:00:00 -> 466.79

Would be most thankful if someone can please explain this behavior and which one is the right timestamp? Attached is the backtest.

Thanks,

Andres

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Platform

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

374,100 Quants.

VOTE FOR UPCOMING FEATURES

JOIN OUR Community MAILING LIST

IN THIS RESEARCH

PARTICIPANTS

Actions

Join QuantConnect for Free