xbbg
xbbg copied to clipboard
Can't get Pre and Post market data for US stocks
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?
Same problem here, can't get access to the pre- and post market data.