I've been trying to import 5-min intraday data. I have my own files (.csv) with ES futures 5-min data (OHLC) of various length of time. DATE in yyyymmdd format in column A, and TIME in hhmm or hh:mm format in Column B. I have created links on Dropbox (as was recommended in CustomDataNIFTYAlgorithm.cs) for GetSource method.

However, I have not found a way how to initialize a Start Time (in hrs and min) and End Time inside a certain date.

I am certain there is an easy solution, but I am relatively new to programming and QC and this is where I am stuck, so a detailed help would be very appreciated