I am experimenting with using different indices as filters for an SPX trading system.

The SPX data are M1 ticks, index - VIX - data are D1 downloaded from IB with Download.c.

With BarZone=ET, if BarPeriod=1440, Zorro correctly automatically adjusts VIX timestamps - so that 2021-11-10 :00:00:00 is correctly interpreted as end-of-bar for 2021-11-10 - and the data are aligned. Great!

However, when BarPeriod is less than Daily, such adjustment of VIX timestamps does not occur - so VIX data are from the future and change at 00:00 UTC (despite BarZone=ET).
I tried HistoryZone = - ET when loading VIX data, but that did not solve the problem.