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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »AFTERHOURS data

Author	Topic: AFTERHOURS data (6 messages, Page 1 of 1)
ltruong -Interested User- Posts: 10 Joined: Mar 25, 2007	Posted: Apr 4, 2007 05:23 AM Msg. 1 of 6 I am trying to get "afterhours" data, i.e. tick data for stocks that may trade before the market opens at 9:30a EDT or after normal close. Can this data be retrieved using historical tick functions via COM implementation? what about in real time? and if so, which one: COM or TCP/IP?
JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007	Posted: Apr 4, 2007 06:17 AM Msg. 2 of 6 I'm not sure on the historical data but for the real time data absolutely. Check the timestamp of the trade. The format of the time string is HH:MMc where "c" is the trade indicator. If the trade indicator character is a "t" then the trade is normal, if an uppercase "T" then it's a Form T trade (extended trading pre and post market). If the trade is from the extended session then the data will be in the "Extended trading last", "Extended trading change" and "Extended trading difference" fields (fields 33, 37 and 38 in the update message data). Hope that helps.... - Jeff Edited by JDonovan on Apr 4, 2007 at 06:18 AM
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Apr 4, 2007 08:50 AM Msg. 3 of 6 JDonovan is 100% correct. The only thing that I would point out is that soon we will be adding seconds to the time field so you will want to make sure that your app can also handle that field being in the format of HH:MM:SSc And to answer the question of history, extended trading is not currently stored in the history servers.
chomper -Interested User- Posts: 1 Joined: May 7, 2007	Posted: May 7, 2007 09:28 PM Msg. 4 of 6 "history, extended trading is not currently stored in the history servers." How about now, can you get 1 minutes history pre-market and post-market now?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 8, 2007 08:10 AM Msg. 5 of 6 No. We will post an announcement once new features are available.
dhakme -DTN Evangelist- Posts: 150 Joined: Sep 17, 2004	Posted: May 22, 2007 07:04 AM Msg. 6 of 6 Steve, you say that JDonovan is 100% correct in stating: "If the trade indicator character is a "t" then the trade is normal, if an uppercase "T" then it's a Form T trade (extended trading pre and post market)." But the current IQFeed 4.2 documentation states: "The character represented by c indicates one of the following: * t - A trade update occurred * T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last." As far as I can tell, these are NOT the same thing. Can you elaborate please? Our NYSE feed appears to be seeing 't' trades from 8:20am which is not market open as far as I know.