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Re: Real-time bars when trading is halted due to circuit breakers


 

For tickbytick there is:


On Thu, Feb 18, 2021, 7:24 PM Alex Gorbachev <ag@...> wrote:
I see. Is there an API call to get current trading halts, by any chance?

On Thu, 18 Feb 2021 at 21:18 Ray Racine <ray.racine@...> wrote:
Don't know the direct answer to your question, however, you don't have to wait until crazy times, they are literally here daily.? On just about any given day there is at least one SPAC on a volatility or news halt for sometimes an hour.? Today it was SFTW. :)

On Thu, Feb 18, 2021 at 5:36 PM Alex Gorbachev <ag@...> wrote:
This is hard to find out by experiment unless I wait for crazy times... :)

Does TWS API still send real-time bars when trading is halted? Whether the whole market due to circuit breakers or an individual stock.

I have the same question about historical bars for halted periods but I guess this I can check by requesting them from one of the past trading halts last spring.

For TRADES real time bars during inactive periods, I can see bars (both historical and real-time) with volume=0 and HLOC equal to the last close. Does the same happen when?the trading is halted?

Thanks in advance.

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