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There are several ways to retrieve information based on your requirement.
This is an example to retrieve 0005.HK during 9:30 to 9:40 Hong Kong time on 8th Oct 2019.
You can see this sample code to convert any timezone datetime to GMT timezone string.
Please refer to the similar question, Eikon API: Time Zone in Time Series
You can see get_timeseries document and sample source code in Eikon Data API for Python
Hope this help.