Historical data in TWS API

[api]

Hi everybody!
I'm using Python API to request historical data.

A typical statement is:
client.reqHistoricalData( 1, contract, "20200522 00:29:59", '1800 S', '5 secs', 'TRADES', False, 1, False, [])

I receive 360 barData objects and that's fine but they start from "20200521 19:30:00" (instead of "20200022 00:00:00"). Last data point is at 19:59:55 (instead of 00:29:59).
Which timezone is used to report data?

Also, if I request:
client.reqHistoricalData( 1, contract, "20200522 00:59:59", '1800 S', '5 secs', 'TRADES', False, 1, False, [])
I receive another set of data but still starting at "20200521 19:30:00".

Obviously my time specification is bad. I tried to add "EST" timezone. Same result.

What am I doing wrong?

 

[HobbyTrading]

Maybe the documentation page can help you? It states

The time zone of returned bars is the time zone chosen in TWS on the login screen.

You may need to verify what setting you use in TWS.
Source: http://interactivebrokers.github.io/tws-api/historical_bars.html

 

[api]

@HobbyTrading Thanks for your suggestion but my local timezone (UTC-5:00) was already set in the login page.
The manual state:
"The time zone of returned bars is the time zone chosen in TWS on the login screen"
and, elsewhere:
- endDateTime: 20130701 23:59:59 GMT
- durationStr: 3 D
. . . will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT
So there are 2 timezones involved and there's no explanation about the difference.

I did some more experiments and I'm now closer to an answer to my own question.
If I ask for data between 9h10 and 9:40 for a stock in NYSE, I will receive data points starting at 9:30.
But if I ask for data between 0:00 and 2:00, it trigger a special condition where IB send a complete set of data with timestamp in GMT instead of the timezone requested. Looks like a bug.
I will do further tests and report here.