Server-side Separation Between Regular Hours and Extended Hours #799
Description
Is there an existing issue for this?
- I have searched the existing issues
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