I am not able to reproduce this behavior using the sample script.
Below is a video that demonstrates.
I am connected to Kinetick for historical data. CQG/Continuum and Rithmic connections also have this historical data available.
Who are you connected to for data? (This is indicated with a green dot in the Connections menu of the Control Center)
Using the steps shown in the video are you getting different behavior than what is shown in the video?
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