For Hang Seng Index:
9:45 a.m. - 12:30 p.m. (first trading session)
2:30 p.m. - 4:15 p.m. (second trading session)
Those are local times, which in GMT format is:
2:45 a.m. - 5:30 a.m. GMT (first trading session)
7:30 a.m. - 9:15 a.m. GMT (second trading session)
In between is a break session where people go to have lunch.
For DST settings, add 1 hour to the time difference when winter comes.