diff --git a/zipline/data/minute_bars.py b/zipline/data/minute_bars.py
index 7c317053..c2d44c45 100644
--- a/zipline/data/minute_bars.py
+++ b/zipline/data/minute_bars.py
@@ -754,7 +754,7 @@ class BcolzMinuteBarWriter(object):
 
         tds = self._session_labels
         input_first_day = self._calendar.minute_to_session_label(
-            pd.Timestamp(dts[0]))
+            pd.Timestamp(dts[0]), direction='previous')
 
         last_date = self.last_date_in_output_for_sid(sid)