Share New Research 
My understanding is that extended trading hours/pre-market trading is by default off, unless specified. So in the statement below, pre-market data should be off.
self.equity = self.AddEquity("SPY R735QTJ8XC9X", Resolution.Minute)
self.quote = self.AddEquity("SPY R735QTJ8XC9X", Resolution.Second)
However, while live trading, on random days, it seems that the algo is putting into account pre-market data while calculating the moving averages. When I set the extended to false just to make sure using the following:
self.equity = self.AddEquity("SPY R735QTJ8XC9X", Resolution.Minute, Market.USA, True, 1, False)
self.quote = self.AddEquity("SPY R735QTJ8XC9X", Resolution.Second, Market.USA, True, 1, False)
I receive an error saying:
AttributeError : USA
I have these imported:
from System import *
from QuantConnect import *
from QuantConnect.Data import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar
from QuantConnect.Data.Market import QuoteBar
from QuantConnect.Securities.Option import OptionPriceModels
from QuantConnect.Brokerages import
Maurice
Shile Wen
Hi Maurice,
I was unable to reproduce the error message, however, it should be noted that pre-market data is always off on default. As for getting random pre-market bars, if you could detail the algorithm, brokerage used, and anything else that might help us identify the problem, that would be greatly appreciated.
Best,
Shile Wen
Maurice D
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