That does not explain me how such a basic higher time frame Bar construction fails in always selecting the same 1M Bar dates. It is not clear to me if you consider that a 4H Bar at time 10:00 contains the 10:00 minute Bar that actually ends for most of providers at 10:00:59 or that the last one it should contain is the 1M Bar at 9:59. This has some importance especially when trading on financial figures...