Confusion about how to get minute data

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Confusion about how to get minute data

posted

Hi,

I tried to get the list of all minute close data for today. here is my code:

def initialize(context):
schedule_function(mycode, date_rules.every_day(), time_rules.market_close())

def mycode:
today_minute_closes = data.history(stock, 'close',390, '1m')
print(today_minute_closes[0:5])

output:
2016-05-05 20:00:00+00:00 204.980
2016-05-06 13:31:00+00:00 204.100
2016-05-06 13:32:00+00:00 204.170
2016-05-06 13:33:00+00:00 204.339
2016-05-06 13:34:00+00:00 204.270

So I thought it included extended hour data, and I tried to increase the window. but no matter what window size I use, I can't get the begin of day minute data. Actual, if I increase the window just to 391, I got this:
today_minute_closes = data.history(stock, 'close',391, '1m')
print(today_minute_closes[0:5])

output:
2016-05-05 19:59:00+00:00 204.830
2016-05-05 20:00:00+00:00 204.980
2016-05-06 13:31:00+00:00 204.100
2016-05-06 13:32:00+00:00 204.170
2016-05-06 13:33:00+00:00 204.339

now it goes into yesterday's data.

Did I miss something here?

2 responses

For a full trading day, you'll see 390 minutes. There are no data for before market open or after market close.

That is what I did in the first code snippets, using 390. But it didn't give me the right prices.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.