I’ve been using market movers endpoint pre-market at least for couple weeks and it’s been working great. Yesterday it went down and today it’s back up, but the calculations are way off. 1) The list is the same every time I request data 2) It looks like it’s posting the top gainers from yesterday. Can someone please look into this?
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@spicybyte The market movers endpoint is still in beta and was recently updated in response to user feedback. It now only updates during market hours. Pre-market the endpoint will return the movers as of market close the previous trading day.
The main reason for the change was to eliminate misleading results due the sparse, and volatile, data during extended hours. Not all symbols trade during extended hours and, without filtering for trade volume, many of the premarket ‘movers’ were being driven by only one or two trades. Hardly representative of the market.
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@Dan_Whitnable_Alpaca I’ve come to rely on this endpoint quite heavily and it was working so well for my strategy as I only trade pre-market. May I make a couple suggestions:
- Create extended hours flag (I would really love this back, so I don’t have to re-create it)
- Add volume to the endpoint so users can filter out low volume tickers
- e.g. I have been asking for top 20 tickers by percent_change, but if volume was added then I would request top 40-50 tickers by percent_change and just filter out anything below 1000 shares
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