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How do I gett a true opening price (price right before market opens)?

How do I gett a true opening price (price right before market opens)?

1 response

The opening price is the price of the first qualifying trade of the day during the regular session. I don't think this particular price is used in Quantopian; the closest thing you can get is the price of the first trade after 09:30 EST, which is the "open" price of the first bar, available to algos at 09:31 during a minutely backtest or during live trading.