Not able to receive extended hours data

Alpaca Market Data
1

Hi developers,

I’m on Algo Trader Plus subscription, I use the following code to receive live minute bar data:

async def on_bar(bar):
    print(bar)

data_stream = StockDataStream(ALPACA_API_KEY, ALPACA_SECRET, raw_data=True, feed=DataFeed.IEX)
data_stream.subscribe_bars(on_bar, "AAPL", "NVDA")
data_stream.run()

Now I run this program at 6:28ET on Wednesday, and I don’t receive any data output. Is it because alpaca does not provide extended hours data feed? I think polygon does…

2

@PatL Set feed=DataFeed.SIP to get full market extended hours trades. By setting the feed to IEX one only gets trades which occurred on the IEX exchange and that exchange closes at 17:00 ET