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Quantopian After-hours Historical Security Prices

Hello,
This question is particularly directed towards Quantopian staff. I am wondering if, anytime in the near future, Quantopian will be capable of providing after-hours price data in data.history() or a similar function? Has this not been an option thus far because the Quantopian system just isn't set up to handle that kind of data collection? I am interested to hear a response on this subject because after-hours prices are an important part of a lot of the sinusoidal/oscillation indicators I use in my personal trading.

Thank You,
James Kerfoot

1 response

Hello James - We don't have an immediate plan to add after-hours price data to the platform. At some point we will probably add after-hours trading support, and we'd add the data support at that time.

It also might be something we just add as a external data set.

And, if you have a data source, you could bring the data in using fetcher. Obviously, that would only be useful in the next day's trading.

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