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


 

Anyone can tell me what tick i need to use to get 4 AM opening price in IBKR api. IB providing official price which has atleast 100 shares and i need the one which first in time stamp and can be any size.
I making scirpt which need find 4 am opening price for 1 year. .can anyone give me right command.. and how to get that in live?

Thanks


 

You would probably want to look at and specifically for the various data options for trades at 4am.You'd have to set useRth=false, to get values for those early hours (outside of Regular Trading Hours).

Not all instruments may have trades at exactly 4am every day, so you might want to request data for the first hour or so to catch the earliest trade.

闯ü谤驳别苍


 

Hmm, the problem that if i get FIRST day trade (premarket from 4am or later) it brings me official one from SIP and its wrong because they show block for 100 shares or more.. but if first trade was 1 share.. API ignore it. So i asking how i can get that one which is ignored.
Sorry for my egnlish. I bilieve it is:

RT Volume (Time & Sales) 48 Last trade details (Including both "Last" and "Unreportable Last" trades) ?


 

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"
? },? ...


 

U made my day, mate! i been looking that for ages...Thats exctly i needed:
? "1658908800" : [ {
??? "tsInS" : 1658908800,
??? "type" : "AllLast",
??? "price" : 128.96,
??? "size" : 20,
??? "attr" : 8,
??? "exch" : "ARCA",
??? "spCond" : "? TI"

?

what request did u use to get it. Can u give me exactly how u wrote. Thanks a lot! Sorry i am not dev, just want to pass that information to my dev.