How to check the volume of shares traded in post market on a particular day?

manojD
How to check the volume of shares (of a particular stock) traded in post market (15:40 to 16:00) on a particular day in history?
  • SRIJAN
    SRIJAN edited June 23
    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.
  • manojD
    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.

    Is this possible?
  • SRIJAN
    SRIJAN edited June 23
    No,this isn't 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.
  • manojD
    manojD edited June 23
    The best way is to fetch intraday data from 15:40 to 16:00 and take the sum of volumes of all the candles.
    But when we fetch intraday data from 15:40 to 16:00... nothing is returned, isn't?
  • SRIJAN
    SRIJAN edited June 23
    As told above,
    post-market data is removed at EOD.

    If you fetch before EOD process starts,you will get post-market candles for the day.
  • manojD
    Will try this
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