historical data: pre-market & after-hours trading data

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posted Dec 27, 2016

hello I am interested to see how long it took for LinkedIn's stock price to surge to 49% pre-market on 06-13-2016.
Is there a way to access this historical data on Quantopian? I tried to tinker with the sample code but could not get info:

linkedin_minute_closes = get_pricing(  
    'LNKD',  
    fields='open_price',  
    start_date='2016-06-10',  
    end_date = '2016-06-14',  
    frequency='minute',  
)

linkedin_minute_closes.plot()

here was the output : screenshot

I tried google finance, yahoo finance, e-trade & charles schwab, none of them has a chart of this data.
News Article for reference, the news roughly hit the internet around 8:24AM:
TechCrunch

Microsoft

Please let me know.

6 responses

Dan Dunn

Dec 28, 2016

Quantopian only has price information during regular trading hours.

In general, when outside of trading hours, it's very hard to profit on information. It's not a liquid market where orders are being filled. (Obviously, there are lots of exceptions to this like futures markets and non-US exchanges, but we're not yet supporting any of those).

Disclaimer

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.

Haven Hash

Jan 7, 2018

Being 2018 now I was wondering if any pre-market or after-market data was now available? Even just open/close? If not, any idea where one may find historical extended hours data? For open/close prices would it be reliable to just subtract the previous day's close from the next day's open? (though that gets you a combo of previous day's after and next day's early).

It would be very interesting to see how much weekend / after close public information disclosure (earnings, Spectre vuln, etc.) had all the difference up or down already eaten up in the early hours before regular hours even started.

Kevin Guh

Jul 27, 2018

+1 for pre/after-market data, it would be interesting to examine if volatility due to low liquidity in pre/after-market trading can be a predictor of price movements after market open due to the execution of queued-up market/limit orders.

carman babin

Sep 13, 2019

+1 for historical pre/after-market data

William Hack

May 10, 2020

+1 for after-hours market data

Oli Mason

May 30, 2020

+1 for after-hours market data

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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.

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