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I am currently live-trading an algo with the Alpaca integration, and would like my trades to be executed during extended hours. I notice Alpaca allows API users to submit limit orders that are eligible to be filled in extended-market hours, by submitting a boolean parameter to the orders themselves.
This implementation is a little different to QC's. I've seen other forum threads suggesting that after hours trading is possible with the IB integration (using extendedMarketHours=True in the AddEquity method). If I do the same and deploy the algo with Alpaca, will QC's API integration be smart enough to adjust my orders for me?
https://alpaca.markets/docs/trading-on-alpaca/orders/
Gahl Goziker
Hi P,
After hours trading with the Alpaca integration is indeed possible. By setting the optional variable
extendedMarketHoursin the AddEquity method to true, the security will send data during pre and post market sessions. QC’s API integration is indeed smart enough to adjust orders in response to this.AddEquity method arguments:
extendedMarketHours example:
self.AddEquity("SPY", Resolution.Hour, Market.USA, True, 2, True)Best,
Gahl Goziker
P Chen
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