Enabling ExtendedMarketHours in Jupyter notebooks environment by Jack Zeng

Jack Zeng INVESTOR

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How to enable ExtendedMarketHours in a Jupyter notebooks environment? I am trying to do some research on pre-market and after-market price in the Jupyter notebook. I tried the following code lines but all historical data are in the range of 9:30am-4pm. Is it possible to change the QCAlgorithm default on extendedMarketHours in the Jupyter notebooks environment?

qb = QuantBook()
qb.UniverseSettings.ExtendedMarketHours = True
qb.extendedMarketHours = True
stock= qb.AddEquity( 'AAPL' , extendedMarketHours = True)
history = qb.History(stock.Symbol, start_time, end_time, Resolution.Minute, extendedMarketHours = True)

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Jack Zeng

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Shile Wen

63.5k ,

Hi Jack,

Lean doesn't support named args at the moment, part of why this method call isn't what we want. We would have to instead use the AddEquity method call we'd usually see in the QCAlgorithm on our QuantBook object for enabling Extended Market Hours. I've shown this in notebook of the attached backtest.

Best,
Shile Wen

Jack Zeng INVESTOR

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