@backtrader Thanks.

@backtrader

I put the sessionend and the duplicate at 00:00 went away.
I am still having issues.
feedtime = num2time(self.datas[0].datetime[0])
print '>> time: ', feed0_date_curr, feedtime
Put the code into the Next function in the sample I already uploaded it should print once per 5min bar - look for example at 12-06-16 around 12:40 time -

time: 2016-12-06 12:40:00
time: 2016-12-06 13:05:00
time: 2016-12-06 12:45:00
time: 2016-12-06 12:50:00
time: 2016-12-06 12:55:00
time: 2016-12-06 13:00:00
time: 2016-12-06 13:25:00
time: 2016-12-06 13:45:00
time: 2016-12-06 13:50:00
time: 2016-12-06 23:10:00
is what I see printed out.
You can see the same issue on 12-07 around 12:40 and on 12-12 around 12:55.

Please advise,
Thanks,