Please include session_open, session_close in get_calendar

alpacahq / alpaca-py

The Official Python SDK for Alpaca API

https://alpaca.markets/sdks/python/getting_started.html

Apache License 2.0

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Please include session_open, session_close in get_calendar #483

Open vkana opened 4 days ago

vkana commented 4 days ago

Is there an existing issue for this?

[X] I have searched the existing issues

Is your feature request related to a problem? Please describe.

session_open, session_close are available in REST api, but not in alpaca-py to get the pre-market open and after-hours close times.

Describe the solution you'd like.

include session_open, session_close in Calendar

Describe an alternate solution.

No response

Anything else? (Additional Context)

No response

hiohiohio commented 2 days ago

Thank you for the feedback. I have found some internal discussion about the session_open/close as you can see two time format (including : and not) in the response also not mentioned in the doc [1] or depricated [2]. Try to find the ideal current state/plan. It is expected to take a bit time.

1 https://docs.alpaca.markets/reference/getcalendar-1 2 https://docs.alpaca.markets/reference/querymarketcalendar-1