How can I get after-hours live bars using websocket?

Alpaca Market Data
1

I successfully connected to websockets but it only sends me the live bars during normal trading hours.

Is it possible to enable the pre-market and after hours live bars?

2

Hi @alex0101

The free tier pulls from IEX data and does not represent the full market data picture, For the Unlimited plan, we receive direct feeds from the CTA (administered by NYSE) and UTP (administered by Nasdaq) SIPs. These 2 feeds combined offer 100% market volume. Please note that IEX represents about ~2.5% market volume. for stream data please use this endpoint: wss://stream.data.alpaca.markets/v2/{source} Where source is iex or sip .

Please check more detail on our docs here.

3

Hi there,

Is this to say the SIP data does include after-market hours data via the websocket? Can’t really find this question answered anywhere in the docs.

4

Hey :wave:

Yes, the SIP data does include after-market hours data via websocket.