I've imported 1-min quotes of SPY and selected to use Day/Night session times as defined above
, as depicted in the intraday settings screenshot. My understanding is that, since I've selected a night start time of 16:01, the daily candles displayed on the chart should be timestamped with 4:01PM. But, on Mondays there is a bar for both 4:01PM and 4:00AM. The attached animation depicts this.
I'm not sure where to start debugging this. Have I misunderstood the expected behavior, could this be caused by my data, is this potentially a bug? Thoughts? Much appreciated.