I'm trying to load tick data for AAPL (US equities RTH session) via Kinetick (paid with NYSE and NASDAQ subscriptions) using a strategy. Whenever I try to enable the strategy (1 tick data with 3 days to load), I get the error in the title. It's not only for AAPL but for any equity I've tried.
I changed the session to the 24/7 default session for these equities and this fixed the problem, but I do not want to use 24/7 data because if I do, in the backtest exit on close exits at something like 7pm (it should exit at trading session close which is 4pm, hence my use of the RTH session).
Please explain to me how to fix this problem for the US equities RTH session of data. Or if it's only possible with the 24/7 default session, please tell me how to make exit on close actually exit at the close of the market (4pm) and not at 7-8pm.
Thank you!
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