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Can't get Pre and Post market data for US stocks

Open martinishots2 opened this issue 2 years ago • 1 comments

Hi,

I am using the following code to get the Pre-market data for QQQ (4am -9:30am EST):

tmp_df = blp.bdib('QQQ US Equity', dt=date, session='pre') However, the above statement returns a blank dataframe. Same problem when i change the session to 'allday' or 'post'.

The statement however works correctly if i change the session to 'day' and gets the regular market session data (9:30am - 4pm EST).

Does anyone know how to get Trade/Bid/Ask data for US stocks in the Pre-market session?

martinishots2 avatar Dec 24 '21 01:12 martinishots2

Same problem here, can't get access to the pre- and post market data.

menno-utr8 avatar Jan 25 '22 15:01 menno-utr8