Setup the Profile Indicator with "Time Per Profile" preferences seen below. Notice that "Custom" is checked, with "3 Sessions" selected from the list box to the right. In this example, we will only be using 2 sessions but 3 sessions is possible. Just under "Per 1" is where we specify the 1st period (or first session) in minutes. In this example, the instrument itself is set to Session 31 (24 Hour GLOBEX session). There are 930 minutes in the overnight period (from 17:15pm ET to 9:30am ET). This is based on the revised CME hours effective 11/18/12. This number of minutes may vary depending on the session you're using, but this is the most common setup. This will result in each day/session being split up into two profiles, one for the overnight period (17:15PM ET to 9:30AM ET) and another with the remainder of the session (9:30AM ET to 17:15PM ET):
IMPORTANT!
Please don't use the numbers in the image below without counting the number of minutes in each of your individual sessions. The number of minutes that goes into the Per 1 box should be the number of minutes between the open of the Globex session (usually 4:30PM EST or 6PM EST) and the open of the RTH session the next day (9:30 EST). The number of minutes that goes into the Per 2 box is the number of minutes in the RTH Session (usually 405).
The concept is simple: Use the "Period 1" box to enter the number of minutes you'd like for the first profile. Use the "Period 2" box to enter the number of minutes you'd like in your second profile. If Periods 1 & 2 add up to the total number of minutes in the overall session (in this case, the 24 hour Globex Session), then you will get two profiles. If Periods 1 & 2 fall short of the total number of minutes in the overall session, IRT will add a third Profile for the remaining minutes.