I have minute data in UTC format from Xetra, so half of the year the first bar is at 07:00, the other half it begins at 08:00.

I want Zorro to cut out the first and last 5 minute candles of each day because the data here is unreliable due to the widening spread.

I can use StartMarket and EndMarket but I can't seem to adjust this for DST. I guess it's fixed once it's set so every day begins at 08:05 for example, despite setting StartMarket to 0705 when the timezone changes.

I tried working with AssetMarketStart/AssetMarketEnd but same problem there.

Is there a way to do this?