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Re: 4AM opening price (not official one) but real one in timestamp


 

Don't use RT Volume ticks since they are aggregated (several trades reported in one tick). Please go ahead and read up on as I had suggested.

You get every individual trade from all exchanges with detailed attributes and conditions about the trade. You can then inspect the trades and pick the very first one that meets your needs.

For your reference, below the first three trades today at 4AM Eastern/3AM Central for IBM.

闯ü谤驳别苍

{
? "1658908800" : [ {
??? "tsInS" : 1658908800,
??? "type" : "AllLast",
??? "price" : 128.96,
??? "size" : 20,
??? "attr" : 8,
??? "exch" : "ARCA",
??? "spCond" : "? TI"
? } ],
? "1658908802" : [ {
??? "tsInS" : 1658908802,
??? "type" : "AllLast",
??? "price" : 128.39,
??? "size" : 3,
??? "attr" : 8,
??? "exch" : "DRCTEDGE",
??? "spCond" : "? TI"
? } ],
? "1658909573" : [ {
??? "tsInS" : 1658909573,
??? "type" : "AllLast",
??? "price" : 128.42,
??? "size" : 15,
??? "attr" : 8,
??? "exch" : "ARCA",
??? "spCond" : " FTI"
? },? ...

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