api.get_tick_serial日期问题

from datetime import date
from tqsdk import TqApi, TqAuth, TqBacktest, BacktestFinished
import pandas as pd
import numpy as np
 api = TqApi(backtest=TqBacktest(start_dt=date(2021, 9, 24), end_dt=date(2021, 9, 26)), auth=TqAuth())
quote_1 = api.get_tick_serial("KQ.m@SHFE.rb", data_length = 10*60*2)
quote_2 = api.get_kline_serial("KQ.m@SHFE.rb", 60, data_length = 10)
quote = api.get_quote("KQ.m@SHFE.rb")
print(quote.datetime, quote.underlying_symbol)
try:
    while True:
        api.wait_update()
        tick_temp = pd.DataFrame()
        kline_tmp = pd.DataFrame()
        tick_temp['datatime'] = pd.to_datetime(quote_1.datetime)
        tick_temp['amount'] = quote_1.amount
        kline_tmp['datatime'] = pd.to_datetime(quote_2.datetime)
        print(quote_1.datetime)
        print(tick_temp)
        print(kline_tmp)
        #if api.is_changing(quote, "underlying_symbol"):
            #print(quote.datetime, quote.underlying_symbol)
except BacktestFinished:
    api.close()

在回测模式下通过get_tick_serial获取醉经1000条最新的tick数据时，用pd.to_datetime()转换纳秒时间轴时发现很多条螺纹钢主力合约的数据是早上6点的。请问早上6点是对应的早上九点还是前一天的夜盘数据？

谢谢