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When I plot the hourly data it is easy to see that data is not updated between 8pm and 4am during weekdays even if I have enabled the extendedMarketHours=True flag in the AddEquity and this is throwing my indicators off.
Is there a way to find this data somewhere or use a different data library for backtesting?
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Fred Painchaud
Hi Andres,
Between 8PM and 4AM is during closed market hours for SPY so you will never have data for those times. “After market hours” refer to 7AM to 9H30AM and 4PM to 8PM for SPY.
Fred
Andres Arizpe
Hi Fred,
Thanks for the answer.
I use ThinkorSwim and it does show me prices for all the intermediate hours. I will ask them where that data is coming from.
Andres
Fred Painchaud
Please report back, I'm interested. Note we are talking about SPY and similar equity stock here. Not Forex or Crypto…
Fred
Andres Arizpe
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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