I loaded 30-minute data (both overnight and day) for the E-mini S&P Futures. The 30-minute bars work great. However, I would also like to see one-day bars but the time periods span 2 calendar days (I'm Central Standard Time, so the opening time might be 3:30pm Sept 14th, and the Close would be 3:00pm on Sept 15th).

It appears that WLP looks at the calendar date only to determine the daily bars. For futures, is there a setting that I can use to indicate the actual Open and Closing times for a day? I've looked throughout the online manuals, and don't see anything.

One option would be to just adjust the time in my data file so that all of the time periods occur during one calendar day. So in the above example, by adding 9 hours to each time period, it would essentially result in all of the bars for Sept 15th to occur beginning at 12:30am Sept 15 through 12pm Sept 15th.

Thanks for your help,

Ray