Price movements outside of exchange opening times

Alpaca Market Data
1

In my application I am subscribing to Alpaca’s WebSocket to retrieve Real-time Stock Data (1 minute bars). I noticed that I am receiving data (for AAPL, NVO, NEE & others) on weekdays from 16:30 CEST but in the Alpaca dashboard I can see price moevements already happening before (discovered at 15:00). How come that the price of a stock moves already in the Alpaca brokerage dashboard but I don’t get informed about these price movements via WebSocket?

2

@bennycode What data plan do you have? The free or he paid data? The free plan only posts data from the IEX exchange. Many stocks simply do not trade in the pre-market session (ie before 09:30 ET) on the IEX exchange. Could that be it?

3

Hi Dan, I am subscribing using IEX:

const connection = new AlpacaStream({
  credentials,
  source: "iex",
  type: "market_data",
});

What source is used in the Alpaca dashboard? Can AAPL be traded outside the IEX opening hours (9:30 AM - 4:00 PM Eastern Time)?

4

@bennycode The Alpaca dashboard displays full market SIP data and includes trades and quotes across all trading venues and not just the IEX exchange. This is the same data provided with the paid market data plan.

Trading is completely independant of the data plan on subscribes to. Orders can be submitted during regular market hours and the full pre and post market sessions. There’s a bit more detail on trading hours here in the docs.

Note that while one cannot stream real-time full market SIP data with only the free market data subscription, one can fetch full market data using the REST API calls. The one caveat is one can only fetch data which is more than 15 minutes old (ie not real time). This may suffice for some algos?

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