Exclude out of hours data
Exclude out of hours data
For stock indices, the data includes several quotes before and after official trading hours. How can I exclude these from the data download?
Re: Exclude out of hours data
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.
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.
Re: Exclude out of hours data
It happens with Hang Seng Index data (using 1-minute intervals), some random datapoints before 9.30am and after 4pm.
Re: Exclude out of hours data
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.
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.