When using the Theta Data extension, I don't see any pre-market data on my charts when "Filter Pre/Post Market Data" is unchecked.
Does the Theta Data extension include historical pre-market and after-hours data for stocks?
Or is pre/post-market historical data simply not provided by Theta Data?
Does the Theta Data extension include historical pre-market and after-hours data for stocks?
Or is pre/post-market historical data simply not provided by Theta Data?
Rename
QUOTE:No. It's not available in the historical bars. The big thing with ThetaData is the options data - and that doesn't trade pre/post.
Does the Theta Data extension include historical pre-market and after-hours data for stocks?
Anyway, you can turn on Streaming and let that build pre/post market bars.
For now, all ticks are coming through - probably many that you don't want to see in your charts. We might be able to work with tick codes and apply a filter in the future, but I'd recommend enabling WL's (build 166+) Streaming Outlier filter with a tight parameter, like 0.2 or even less.
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