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Potential bug on Quantopian Research: Wrong time data in research get_pricing for minute frequency

I am not able to figure out why in the research while using the minute data frequency. It is getting me the data starting from 14:31. I was expecting to start getting the data from the beginning of the day the reason why I want this it is to get the first 30 minutes of each day. Does anyone have seen this problem?

1 response

False alarm I didn't see that we need to convert the index to eastern time.

eastern = pytz.timezone('US/Eastern')
min_hist.index = min_hist.index.tz_convert(eastern)