While our Aggregates endpoint does not have a parameter to exclusively return normal trading hours data, you can pass nanosecond UTC timestamps into the ‘from’ and ‘to’ parameters to indicate that you would only like the data returned to be within the 9:30 AM - 4 PM timeframe or during pre-market or after-hours.
- Pre-market is 4 AM EST - 9:30 AM EST
- Regular hours is 9:30AM - 4PM EST
- After-hours is 4 PM EST - 8 PM EST
It is important to note most extended hour trades tend to have 'Sale Conditions' attached that prevent them from updating aggregates. This causes there to be fewer aggregates during extended hours as opposed to normal trading hours. You can learn more about trade conditions and how they affect aggregates in our blog post