Hi, I've tried to run a simple test algo in the Research notebook with Zipline but I have an error if I run it with 1 minute data.
Conversely, it works fine with daily data.

Here is the original test algo in IDE that works fine with minute data:

from datetime import datetime

TIME_FMT = '%H:%M:%S'

def initialize(context):  
    context.spy = symbol('SPY')  
    context.order_id = None  

    context.shares = 414 # number of shares to buy  
    init_order(context)  
    schedule_function(place_buy, date_rules.every_day(), time_rules.market_open())  
    set_slippage(slippage.VolumeShareSlippage(volume_limit=1e-5, price_impact=0))

def handle_data(context, data):  
    update_order(context, context.order_id)

def place_buy(context, data):  
    # CALLED TO PLACE AN ORDER  
    init_order(context)  
    context.order_id = order(context.spy,context.shares)  


def init_order(context):  
    '''  
    Must be called only once in initialize  
    '''  
    context.bar_count = 0  
    context.has_filled = False  
    context.prev_status = -1  
def update_order(context, order_id):  
    '''  
    Keeps track of order's status change, and number of bars needed to completely fill the order  
    '''  
    context.bar_count += 1  
    if order_id <> None:  
        ordr = get_order(context.order_id)  
        context.filled_shares = ordr.filled  
        if context.prev_status <> ordr.status:  
            # KEEP TRACK OF ORDER STATUS CHANGE  
            print("----------------------------------------------------")  
            print("Order status change: %i at %s" % (ordr.status, datetime.strftime(ordr.dt, TIME_FMT))) # 0 = open order, 1 = Filled  
            if ordr.status == 2:  
                # the order has been canceled  
                position = context.portfolio.positions[ordr.sid]  
                print("Only %i shares filled! VWAP: %f at %s" %  
                          (position['amount'], position['cost_basis'], datetime.strftime(position['last_sale_date'], TIME_FMT)))

        if ordr.filled==context.shares:  
            # FILLED IS THE CUMULATIVE # OF SHARES FILLED  
            if not context.has_filled:  
                position = context.portfolio.positions[ordr.sid]  
                print ("Shares filled: %i, at %s" % (ordr.filled, datetime.strftime(ordr.dt, TIME_FMT))) # cumulative number of shares filled  
                print("Bars needed to fill: %i, VWAP is: %f" % (context.bar_count,  position['cost_basis']))  
            context.has_filled = True  

        context.prev_status = ordr.status

Running the code as shown above in a Research notebook, rise the following error:
KeyError: 'the label [2007-01-04 00:00:00+00:00] is not in the [index]'

it seems something wrong with Zipline.