How to filter out premarket data
Author: kelvinyip
Creation Date: 9/11/2020 9:43 PM
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kelvinyip

#1

9/11/2020 9:43 PM

I merged my Fidelity intraday data with AlphaVantage... I now notice that I have premarket data.
I used to program my code by figuring out how many bars I should have and use that lastbar and 1st bar function out of the box...

Is there an easy way to tell the code to ignore pre/post market hours data ?
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Eugene

#2

9/12/2020 5:15 AM

Yes, by using the Market Manager as the Alpha Vantage provider is compatible with it.
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kelvinyip

#3

9/12/2020 11:19 AM

Indeed!!! thanks
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Eugene

#4

9/12/2020 2:41 PM

My pleasure.
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