The following times are based on Eastern Standard Time.
On instruments that have premarket activity like MOS and SPY it works fine.
On instruments that do not trade in premarket or do not have enough activity it will not pick up the first 5 minutes when set on the end time of greater than 9:35. BHI on 8/25 barely had any trading so on the end time of 9:59 it did not pick up the first 5 minutes on a 5 minute chart. Oddly enough it does work on a 25 range bar setting. On instruments like the ^VIX that have no premarket trading it does not register the first 5 minutes with an end time of 9:36 and after.
It works on all instruments if the settings are for the first 5 minutes, 9:30 and 9:35 am.
Thank you in advance.
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