Post-market is data is removed at EOD.
So, historical post-market data is not available.
However,you can save each trading day's post-market data in your system before it's removed.
You can fetch intraday data after post-market closing but before the starting of EOD process (midnight), or you can use websocket during post-market ,calculate the volume and save in your database.
Hi @SRIJAN Thanks for the reply. Is it possible to calculate this volume indirectly. one method i have in mind is…
Take the day candle volume and subtract the sum of all 1min candle volumes. the difference should be sum of pre-open session volume and post market session volume. If we can remove the pre-open volume, we should be left with post market session volume.
So, historical post-market data is not available.
However,you can save each trading day's post-market data in your system before it's removed.
You can fetch intraday data after post-market closing but before the starting of EOD process (midnight), or you can use websocket during post-market ,calculate the volume and save in your database.
Is it possible to calculate this volume indirectly. one method i have in mind is…
Take the day candle volume and subtract the sum of all 1min candle volumes. the difference should be sum of pre-open session volume and post market session volume. If we can remove the pre-open volume, we should be left with post market session volume.
Is this possible?
Because, post-market data is included in the intraday historical data API response,but pre-market data is not included.
So, day volume will be equal to the sum of volumes of all minute candles before EOD.
The best way is to fetch intraday data from 15:40 to 16:00 and take the sum of volumes of all the candles.
post-market data is removed at EOD.
If you fetch before EOD process starts,you will get post-market candles for the day.