All this is wrong, here is it fixed:

Code
function run() 
{
	StartDate = 20200301;
        EndDate = 20200314;
	
	BarZone = EST;
        BarPeriod = 5;
	setf(BarMode,BR_MARKET);
	
	StartMarket = 0930;
	EndMarket = 1600;
	set(LOGFILE+PLOTNOW);
	
	asset("SPY");
	vars Prices = series(priceClose());
}