Hello everyone,
I was trying to compute some indicator using the 5m bars before the market opening time (< 9.30 NY time) from the following API endpoint:
but it seems I’m not getting any data. If I set as start time and end time anything between the market opening hours (i.e. 9.30 - 16.00) then I’m actually getting the 5m bars.
I’m wondering, is this a known Alpaca limitation of the free tier? (i.e. not being able to get historical bars when the market is closed)