Rounding is needed for any data series that is sampled in fixed time intervals. Since the timestamps have random fluctuations and can end up right or left of a minute boundary, trading platforms round them down by applying a time offset. Has nothing to do with live trading. - Update: We could confirm the rounding issue. It will be fixed in the next release. A bug with a skipped bar could not be reproduced. If you think you got a wrong bar, please post that script here or send it to support.