Timely comment, JCL! I worked that out this afternoon and posted a question in the Brokers forum about batch processing data in such a way.

I'm wondering if the guys at www.histdata.com recently shifted all their data align with EST, when it was previously not consistently aligned. This would explain why some of my data was aligned inconsistently with other data, and why now the most recent data is correctly aligned. I've emailed the site owner about that and will post any response here.