The time of 5-min consolidated bar is 5 minutes later than TradingView

From the provided code, it seems like 'Renjie' is using a 5-minute TradeBarConsolidator to handle the data. This consolidator takes the last 5 minutes of trade data and consolidates it into one bar. The timestamp for this consolidated bar is the beginning of the 5-minute period.

However, in TradingView, the timestamp for a 5-minute bar is the end of the 5-minute period. This is why 'Renjie' is seeing a 5-minute difference between the timestamps in QuantConnect and TradingView.

This is not a bug, but rather a difference in how the two platforms handle and timestamp their data.

As for the Python code, I don't see any bugs related to the issue 'Renjie' is facing. The code is correctly setting up a 5-minute TradeBarConsolidator and handling the consolidated data.

For the Jupyter notebook, it seems to be setting up a QuantBook, adding SPY as an equity, and getting its historical data. It also sets up a Bollinger Bands indicator and plots it. There don't appear to be any bugs in this code related to the issue either.

If 'Renjie' wants the timestamps to match those in TradingView, they would need to adjust the timestamps in the QuantConnect data by adding 5 minutes. However, this might not be necessary depending on what they're trying to achieve.

Please note that this answer is based on the provided information and might not cover all possible issues 'Renjie' might be facing.

Hi Renjie,

There is no issue here, although at first glance it seems as though there is a delay, there is in fact no delay. This is because TradingView implements a forward-facing bar consolidation syntax such that, when implementing the 5 minute bar resolution, the bar labeled (8:55) reflects the data that is spanning (8:55-9:00). The timestamp marks the beginning of the time period for the trade bar data. On the other hand, QuantConnect utilizes a backward-facing bar consolidation syntax, such that the bar corresponding to the same time period (8:55-9:00) is actually labeled as the end time (9:00). 

It is standardized for charting software to use the forward-facing bar consolidation syntax, however, because QuantConnect (QC) is a platform with a different goal, it makes it easier to have backward-facing instead. This is because QC is utilizing the LEAN Engine, which utilizes a ‘Time Frontier’ structure (visible here), with the goal of removing Look-Ahead bias when performing a backtest.

Hope this helps