Premarket data appears to start at 9 not 4 EST? (v2/stocks/../bars)

Alpaca Market Data
1

Does Alpaca provide full premarket data? Currently it appears to be just 30min. (9 to 9:30)

Code snippets:
dataUrl = “https://data.alpaca.markets”
query = (f"?start={start}&end={end}&limit=100&timeframe=30Min")
s = (f"{dataUrl}/v2/stocks/{symbol}/bars{query}")

Results:
startTime: 2022-01-31T04:00:00Z - endTime: 2022-01-31T09:30:00Z
{‘bars’: [{‘t’: ‘2022-01-31T09:00:00Z’, ‘o’: 170.7, ‘h’: 172.01, ‘l’: 170.7, ‘c’: 171.71, ‘v’: 72220, ‘n’: 1811, ‘vw’: 171.71744}, {‘t’: ‘2022-01-31T09:30:00Z’, ‘o’: 171.68, ‘h’: 171.91, ‘l’: 171.32, ‘c’: 171.55, ‘v’: 23375, ‘n’: 643, ‘vw’: 171.678074}], ‘symbol’: ‘AAPL’, ‘next_page_token’: None}

And yes I have run this on 1, 5 minute bars as well and for several different symbols, they all start at 9AM.

Thanks

2

I’m on mobile, so can’t test your code, but have you converted the time zone? The bars data is returned in UTC timezone by default. 9am UTC is 4am EST.

4

Thanks that was it. Bit by a timezone issue, isn’t the first time, probably wont be the last.

1 Like
5

We’ve all been there…