It is not necessary that an instrument is traded in the pre-market session or after the market opens. It can be of any time, you just need to make sure that the date is of today.
If an instrument is highly liquid then there will be one tick in the pre-market session at around 09:07 AM or 09:08 AM. Even after the market opens, some instruments might be traded at 09:15 AM or 09:18 AM, or 09:20 AM or it might see liquidity starting later during the market as well.
You can maybe record the data at 09:15 once and then later again.
To be more specific, my requirement is to
1) stamp every instrument with the last trade time, to ensure it is being traded today, and
2)to update the circuit limits for the day,
at the beginning of the market session.
How would you suggest I should go about it?
Even after the market opens, some instruments might be traded at 09:15 AM or 09:18 AM, or 09:20 AM or it might see liquidity starting later during the market as well.
You can maybe record the data at 09:15 once and then later again.
The documentation suggests it is available.