Apologies, on further testing, I believe your solution of adding another instrument with "Default 24 x 7" TradingHours works! (video at https://www.screencast.com/t/Exuz5PydO )
I believe:
- historical minute data does not require the workaround
- market replay (historical) does require the workaround. I note, where OnBarUpdate events differ between the Primary Instrument and "unused" Instrument, errors may occur for a very short period.
As yet I have not tested live data.
As this approach is a work around, will the issue be addressed in upcoming development?
Again, thanks for you help
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