Does 5minute historical data contain pre-open and post-close data.if yes,any wayto exclude that data

vasisht
Hi,
I want 5 minute historical data without pre-open and post-close data.does 5 minute historical data fethched through the api contain pre-open and post-close data.if yes,is there any way to exclude that data at the source itself.like some attribute/tag that says "pre-open" and "post-close".

Thanks and Regards
Vasisht D
  • sujith
    I am afraid we don't have any meta tags as such. You will have to discard it based on the timings.
  • vasisht
    @sujith but does it contain pre-open and post-close data?
  • sujith
    I thought you were talking about generating candles at your end. We discard it EOD at our end.
  • vasisht
    @sujith so historical 5 minute data does not contain pre-open and post-close data.am i right?
  • sujith
    No, it won't have pre-market and post-market data.
    However, it will be there in current day data. We clean it EOD.
  • vasisht
    @sujith ok.thanks a lot.
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