If I refer to them OnBarUpdate, are the times effectively in sync, even though the number of data points is different? The additional instruments are shown below, and in this case the VIX is the one that trades in different hours.
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 5);
AddDataSeries("^VIX", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
AddDataSeries("ZN 06-18", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
AddDataSeries("RTY 06-18", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
}
Thanks
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