Thank you again for your patience.
As far as the Trading Hours template; Playback cannot start for each instrument in a multi-time frame indicator or strategy until a tick is received for each. This means that a tick a is forced to the series that utilizes the "smaller" Trading Hours template when the tick is received for the "larger" Trading Hours template.
For the BarsArray[1] having an update timestamp for the tick received when BarsArray[0] receives the same tick this actually matches the Multi-Time Frame & Instruments.
In your's and my own examples the primary series is 5 minute bar and the secondary series is a 15 minute bar. This means the documentation for Multi-Time Frame & Instruments still matches up, you just need to think of the top displayed bars in the image as the secondary bar series or the bottom displayed bars.
The image displays the 14:59:00:480 timestamp on the Tick bars and shows that the bars 2 and 3 for the primary series in the image also show the secondary series receiving the tick at the same time. Which is what we see when we call the first tick of a bar and check the BarsInProgress == 0 and call the Times[1][0] showing that it is in fact already updated but has not called OnBarUpdate yet.
Please let me know if you have any questions.
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