This question is different from On vs At with date and time.
I am trying to write a sentence saying that some conversation happened at a conference "in/on" May 1--6. I am having a hard time choosing the correct preposition. On one hand, it is a more or less small period of time to resemble "on May 1". On the other hand, it is a little "spread around" so that it resembles "in May". Any advice?