How to query this?

I want to query the following data and I stumble across an issue. I do want the type "StockData" to be returned in this method including the StockDataIndex value.

First I tried this:

StockData data = m_Context.StockDataIndex.Where( ... )
		.Select(i => i.StockData).Include(s => s.StockDataIndex)
		.SingleOrDefault();
return data;
//data.StockDataIndex = null This is not included

Then I solved it this way:

StockDataIndex data = m_Context.StockDataIndex.Where( ... )
	.Include(s=>s.StockData)
	.SingleOrDefault();
return data.StockData;
//data.StockData.StockDataIndex = valid Here it is

But, what do I do if I want a List of StockData?

List<StockData> data = m_Context.StockDataIndex.Where( ... )
	.Select(i => i.StockData).Include(s => s.StockDataIndex)
	.ToList();
return data;
//data[n].StockDataIndex = null

I am still very new to ASP, would be great if you can help me.
Here also is the model structure:

public class StockDataIndex
	{
		//Keys
		[Key, Column(Order = 0)]
		[DatabaseGenerated(DatabaseGeneratedOption.None)]
		public int StockID { get; set; }
		[Key, Column(Order = 1)]
		[DatabaseGenerated(DatabaseGeneratedOption.None)]
		public int TimeScaleID { get; set; }
		[Key, Column(Order = 2)]
		[DatabaseGenerated(DatabaseGeneratedOption.None)]
		public int TimeStamp { get; set; }	//Unix Timestamp 00000000000

		//Data
		public int StockDataID { get; set; }

		//Joined
		public Stock Stock { get; set; }
		public TimeScale TimeScale { get; set; }
		public StockData StockData { get; set; }
	}

public class StockData
	{
		//Keys
		[Key]
		public int ID { get; set; }

		//Data
		[...]

		//Joined
		public StockDataIndex StockDataIndex { get; set; }

		[...]
	}