Hi community,

I have some issues with accessing pre-market prices using a rolling window. 

If I print pre-market prices using a rolling window, all pre-market prices are equal to the opening price. Why is that the case? In the example code below I aim to have scheduled event pre-market that should print the pre-market price and a on open event that should print the price at the open. Perhaps there is something wrong in my code.

Thanks in advance!

class TachyonQuantumProcessor(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2019, 6, 1) # Set Start Date
self.SetEndDate(2019,6,5)
self.SetCash(100000) # Set Strategy Cash
self.AAPL = self.AddEquity("AAPL", Resolution.Hour, Market.USA, True, 1, True)
self.lookback = 3
self.AAPLWindow = RollingWindow[TradeBar](self.lookback)
self.Schedule.On(self.DateRules.EveryDay("AAPL"), self.TimeRules.AfterMarketOpen("AAPL",-120), self.EveryDayBuy)
self.Schedule.On(self.DateRules.EveryDay("AAPL"), self.TimeRules.AfterMarketOpen("AAPL",1), self.EveryDaySell)

def EveryDayBuy(self):
if not self.AAPLWindow.IsReady: return
self.Debug("Buy")
self.Debug(self.Time)
self.Debug(self.AAPLWindow[0])


def EveryDaySell(self):
if not self.AAPLWindow.IsReady: return
self.Debug("Sell")
self.Debug(self.Time)
self.Debug(self.AAPLWindow[0])


def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''

if data.ContainsKey("AAPL"):
self.AAPLWindow.Add(data["AAPL"])

if not self.AAPLWindow.IsReady: return