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Subsearch with stats first not working as expected

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My dataset has multiple events for a single _time. Batches get loaded whenever it's sent by a 3rd party. I have 25 unique sites that gets data sent. I have a query which finds the most recent _time for the data by site_code:

index=tgem sourcetype=tgem | stats first(_time) as _time by site_code

It works fine, and returns the expected value, which is 2014-01-12 for the site_code=BR. So far so good, so now I want all matching records for that _time, so I glue it into a subquery like this:

index=tgem sourcetype=tgem [search index=tgem sourcetype=tgem | stats first(_time) as _time by site_code | return 25 _time] | search site_code=BR

It returns all records for 2014-01-04, which is the earliest _time in my period (month to date). Any ideas? I've been pulling my hair out all day.

My requirement is to do some stats (min, max, avg) of a field in the dataset, by site_code, for wahtever the most recent set of data is for that site_code


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