Tickstory

For stock indices, the data includes several quotes before and after official trading hours. How can I exclude these from the data download?

Hi Johnkd,

If the data occurs during the weekend, then you can ensure that "Include weekends" is unchecked. If that doesn't address this, could you please give an example of the out-of-hours data? For the moment you would need to find a way filter or edit this data manually in the final export.

Thanks.

It happens with Hang Seng Index data (using 1-minute intervals), some random datapoints before 9.30am and after 4pm.

Hi Johnkd,

You will need to manually eliminate them from your data set. In the future, we expect to have a way to filter them, possibly by a set session time.

Regards.