That still won't help. While HKEX breaks from 12-1, many other Asian markets are active during that time, such as Japan, Korea, SGX... to name a few. And the US futures market are also active during that time.HKEX breaks from 12-1 each day but I may have mucked up the time change. The US reset is a few seconds to minutes around midnight so after the US time changes late October, the reset time will shift in HK as HK time does not change with the seasons.
Can you do weekly reset instead of daily?