Real time data hours

Alpaca Integration Applications
1

Hi Alpaca!! Hoping to get help on a little something - I’m pulling real time data like this:

from alpaca.data.live import StockDataStream

wss_client = StockDataStream(...)

async def quote_data_handler(data):
    print(data)

wss_client.subscribe_bars(quote_data_handler, "AMD")

wss_client.run()

And it works, but hours seem to be limited to 9:30 - 16:00 New York time. Looks like Alpaca is supposed to work outside of that: 8:00 - end of day GMT. How do I get extended hours data? Is this a limitation of IEX?

I’m confused because it does seem like I’m able to trade outside of the limited market hours.

2

@ben_pcc The issue is you are using the free Basic data. Because of licensing restrictions the free data plan only streams data from the IEX exchange. The IEX exchange is only open from 8:00-17:00 ET. There is no IEX data outside of those hours.

To stream full market data with full extended hour coverage one needs to subscribe to the paid data plan. Maybe check the docs here.

Also, the use case for IEX data is primarily for test and debug. While all the data is accurate, since it is only a subset of full market data, the results can be misleading and generally not suitable for making live trading decisions.

3

Understood, thank you! Not planning on live trades at the moment, just paper.

Perhaps I missed it, but I scoured the docs (including the link you shared) and there’s no mention of this limitation.