Hello,
Given a pre-defined basket of stocks (AAPL, FB, SQ, etc.), how can I retrieve the premarket low & high value for each day over the last X amount of days for each symbol?
I am aware of the ExtendedMarketHours functionality, as well as other discussions on premarket data. But I am still struggling heavily to implement this myself.
I would greatly appreciate it if someone can provide a Python implementation/example using the Research Environment (Jupyter Notebook).
(I typically consider premarket as anything within 4am-9:30am.)
Thanks,
Misha
Varad Kabade
Hi Misha,
We have created a research notebook on using extended market data and making history requests, and using indicators using the same. Refer to the attached backtest.
Best,
Varad Kabade
Misha345
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