SOLVED the data feed was fine, it was with in the next() have to split from datetime to date and separate time class Master(bt.Strategy): def __init__(self): self.dataclose = self.datas[0].close def next(self): # self.log('Line') print(self.datas[0].datetime.date(0), self.datas[0].datetime.time(0)) def runstrat(): cerebro = bt.Cerebro() cerebro.broker.setcash(550000.0) data123 = bt.feeds.MarketStore( symbol='BTC', query_timeframe='1Min', timeframe=bt.TimeFrame.Minutes, ) cerebro.adddata(data123) cerebro.addstrategy(Master) cerebro.run() print('finished') if __name__ == '__main__': runstrat() output 2018-06-03 12:00:00 7685.13 2018-06-03 12:01:00 7685.13 2018-06-03 12:02:00 7685.13 2018-06-03 12:03:00 7685.13 2018-06-03 12:04:00 7685.13 2018-06-03 12:05:00 7685.12 2018-06-03 12:06:00 7685.12 2018-06-03 12:07:00 7681.01 2018-06-03 12:08:00 7681.01 2018-06-03 12:09:00 7681.01 finished