Currently:
ALPACA TRADING HOURS:
Regular hours = 0930 - 1600 EST
Extended hours = 0900 - 0930 and 1600 - 1800 EST
NASDAQ TRADING HOURS:
Regular hours = 0930 - 1600 EST
Extended hours = 0400 - 0930 and 1600 - 1830 EST
IT WOULD BE WONDERFUL AND USEFUL IF ALPACA COULD ADD THE ADDITIONAL -5 HOURS AND +30 MINUTES.
PLEASE ADVISE WHEN THIS COULD BE IMPLEMENTED AND USERS PLEASE UPVOTE THIS FEATURE REQUEST IF YOU WOULD LIKE TO SEE IT SOON.
Yes please dear god do this, I’m hunting a brokerage not a compromise on this and API access and if i find one fair warning I’ll bolt for that unicorn if someone else does it first- please the full set of hours, also am aware of the different rules governing then subsets of that full hours access…please do this, I am using better hours already elsewhere, at the cost of painfully reversing a proprietary API to develop if I choose that way…which has been enjoyable, I love numbers applied, markets and especially reverse engineering challenges but I did hope to fast track my self to being able to focus on executing mostly laid plans here, and I really do rely on ARCA a lot…thank you…hell I read their orderbook compulsively in regular hours for lack of proper l2 somewhere 
this and options trading and I would probably move the majority of my money in, er also pls support multiple bank accounts …ahha i feel immediately demanding, yet the xhours trading lack of proper access really got me shook a bit when i read the caveats…overall though cheers and thank you for the api…
OP i would upvote and think i did, but i am not certain…cheers to you also
I second that feature. Really, it isn’t a feature. It is a neccessity. Look at what the NASDAQ leaders have been doing in the afterhours. I am about to bail, and go back to IB due to limited trading hours, and lack of trailing stop and bracket orders. Otherwise Alpaca is pretty cool. I am happy that I can use TradingView to interface, and I can’t with IB which is why I switched to Alpaca. But I have missed out on some great trades due to Alpaca’s severe limitations.
Agreed, we need this please!
100% agree, this is necessary to make the API really useful. Please bump this up to the top of the priority list.
Any update on this? It is becoming more and more essential for all of us!
Also, please add multiple bank accounts…
Great service otherwise…
Please make this a priority.
It is really important that we have the full set of hours. Please we need this!
Please support extended full hours. Look at the liquidity and the moves that are happening during extended hours lately. It’s frustrating having great range to enter/exit trades and not being able to execute and sometimes turn a great winner into a average or even losing trade.
At bare minimum 7am - 20pm which most brokers offer is a must. I wouldn’t even mind paying a reasonable fee per trade if I were able to use full extended hours.
Thank you.
Having full trading time is important. Missing out on this additional time prevents us from getting full utilization of the api.
To product manager who prioritizing this, here is the explanation why we really need full extended hours 4am-8pm. take a look at RKT stock action last week, 8point move from $40 to $48 happened at 4AM EST, and this is often the case for stocks. This move alone totally worth high subscription fee for alpaca.
Please add this feature. I have tried Webull, IB, Fidelity, and a few other brokers. I would love to have this feature integrated with TradingView so that I can close limits in my sleep! Super important! I will tell all my friends and family about this. And I have a lot of friends who would jump on this if you offered that feature specifically through Trading View.
Better late than never!
Is this still true or what can I do differently? Comparison: yfinance Data vs. Alpaca Data for Post-Session Bars.
My data retrieved (from yfinance) better reflect post-session bars compared to what my Alpaca script is currently pulling.
Density & Completeness: Your files have 48 bars/day for post-session — full coverage of the 4-hour window. This matches TSLA’s actual 24/7 volume (never zero, as you said). Alpaca’s SIP feed (in your script) is returning only ~7 bars/day for pre/post, likely due to:
Aggregation delays in historical API (extended hours bars can lag 10–30 min or be pruned if volume < threshold).
Weekend gaps (Nov 8–9 = no data, as seen in your log).
Partial windows (script caps at “now,” missing full historical days).
Relevance to Your Algo:
Motif Detection: yfinance data has high sync counts (3–5) and diverse regimes (loud/quiet mix), perfect for Hilbert transforms and coherence twists. Alpaca’s sparse bars (7/day) would give weak baselines — low entropy, few twists.
Training Quality: 192 bars = robust 6-day window for phase space. Alpaca’s 33 bars = underfit model.
UTC Handling: Both use UTC, but yfinance’s is consistent and complete — no “NO DATA” gaps in trading days.
Benchmark: For TSLA post-session (Nov 13), yfinance typically returns ~48 bars with volume >10k/bar. Your files match this exactly — Alpaca is under-delivering.
@KittyKathrin You stated “My data retrieved (from yfinance) better reflect post-session bars compared to what my Alpaca script is currently pulling”. The difference is that alpaca follows the SIP guidelines for aggregating trade data and excludes certain trades based upon their trade condition. Most notably, trades with a trade condition I (ie less than a round lot) are excluded. yfinance seems to not follow these guidelines and includes all trades.
If interested, there is information in the Alpaca documentation on how bars are aggregated with links to the SIP guidelines.