davhol_03086
-Interested User-
Posts: 10
Joined: Apr 27, 2005
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Posted: Feb 22, 2018 02:25 PM
Msg. 1 of 3
Is there a way to determine if the market (US stocks) was open for a half day, for historical data, via the API? The reason is that when I test with minute data, I can not programmatically tell when the day ended. Also I fill in the holes, caused by no volume bars, with the last trade price and no volume. I don’t want to do that for after hours trades.
Thanks, David
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Feb 23, 2018 06:02 AM
Msg. 2 of 3
Good morning,
Not that I can think of. There are things like very active symbols that you could infer information from their behavior for those past dates, but I can't think of anywhere that a list has been published.
Tim
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Feb 23, 2018 06:02 AM
Msg. 3 of 3
Good morning,
Not that I can think of. There are things like very active symbols that you could infer information from their behavior for those past dates, but I can't think of anywhere that a list has been published.
Tim
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