QUANTCONNECT COMMUNITY
Hi!
I'm trying to get the last premarket bar with a history request but I'm having some trouble.
First, if i try to get a TradeBar History request it doesnt accept the extendedMarket parameter.
Second, if ask for minutes or less than 5 hours the request is empty.
And last, i only get the post market data.
Is there a way to get the last bar before market open?
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Renata
if I was not that clear, I want the premarket last bar, not post
Derek Melchin
Hi Renata,
Thanks, we created GitHub Issue #6750 to address this. Subscribe to it to be notified when the issue is fixed.
This happens because the algorithm time is midnight during Initialize. We need to wait until 9:30 AM to get the last pre-market bar.
Best,
Derek Melchin
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Renata
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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