Exclude out of hours data

[johnkd]

For stock indices, the data includes several quotes before and after official trading hours. How can I exclude these from the data download?

[tickstory]

Hi Johnkd,

If the data occurs during the weekend, then you can ensure that "Include weekends" is unchecked. If that doesn't address this, could you please give an example of the out-of-hours data? For the moment you would need to find a way filter or edit this data manually in the final export.

Thanks.

[johnkd]

It happens with Hang Seng Index data (using 1-minute intervals), some random datapoints before 9.30am and after 4pm.

[tickstory]

Hi Johnkd,

You will need to manually eliminate them from your data set. In the future, we expect to have a way to filter them, possibly by a set session time.

Regards.