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

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