Is there an existing issue for this?
Is your feature request related to a problem? Please describe.
It is hard as a client to filter-out extended hours data.
all examples are in ET
For example, I would like to get regular hours hourly bars between 14:00 March 3rd and 14:00 March 4th.
A conventional API would return 1H bars between 14:00-15:00, 15:00-16:00 (March 3rd), 09:30-10:00 (March 4th), and so on..
Alpaca's API will return all hourly bars (including extended hours), meaning that the March 4th bars will contain 09:00-10:00, 10:00-11:00 and so on.. Mixing both pre-market and regular-market data in the bar starting 09:00.
As a user, I would need to make an extra request with barsize = 30 and unit = minute for the 09:00-09:30 bar and then subtract it from the mentioned above bar.
Describe the solution you'd like.
I would like the Alpaca API to provide a flag (like IBKR's outside_rth) to filter pre-market and after-market data in the returned result
Describe an alternate solution.
No response
Anything else? (Additional Context)
No response
Is there an existing issue for this?
Is your feature request related to a problem? Please describe.
It is hard as a client to filter-out extended hours data.
all examples are in ET
For example, I would like to get regular hours hourly bars between 14:00 March 3rd and 14:00 March 4th.
A conventional API would return 1H bars between 14:00-15:00, 15:00-16:00 (March 3rd), 09:30-10:00 (March 4th), and so on..
Alpaca's API will return all hourly bars (including extended hours), meaning that the March 4th bars will contain 09:00-10:00, 10:00-11:00 and so on.. Mixing both pre-market and regular-market data in the bar starting 09:00.
As a user, I would need to make an extra request with barsize = 30 and unit = minute for the 09:00-09:30 bar and then subtract it from the mentioned above bar.
Describe the solution you'd like.
I would like the Alpaca API to provide a flag (like IBKR's
outside_rth) to filter pre-market and after-market data in the returned resultDescribe an alternate solution.
No response
Anything else? (Additional Context)
No response