Robin_stocks 3.0.5 not updating stock historicals for TQQQ and SQQQ during 24-hour markets

[SingularityMan]

robin_stocks doesn't seem to be getting stock historicals from Sunday. It can only go back to Friday. I tried this with this code:

# get the current date and time
        now = datetime.datetime.now(pytz.timezone('US/Eastern'))

        # if today is Sunday, get the date and time for '7:00pm EST last Friday'
        # otherwise, get the date and time for '7:00pm EST yesterday'
        if now.weekday() == 0:  # Sunday
            start_time = now - relativedelta(days=3)
        else:
            start_time = now - relativedelta(days=1)

        # set the time to '7:00pm EST'
        start_time = start_time.replace(hour=19, minute=0, second=0, microsecond=0)

        # format start_time for robin_stocks API
        start_time_str = start_time.strftime('%Y-%m-%dT%H:%M:%S') + 'Z'

        # get the date and time for '7:00pm EST one week ago'
        end_time = start_time - relativedelta(weeks=1)

        # initialize historical_data list
        historical_data = []

        # fetch historical data for 'UPRO' and 'SPXU' from end_time to start_time
        current_time = end_time
        while current_time < start_time:
            # format current_time for robin_stocks API
            current_time_str = current_time.strftime('%Y-%m-%dT%H:%M:%S')

            # fetch historical data for 'UPRO' and 'SPXU' for current day
            data = r.get_stock_historicals(['UPRO', 'SPXU'], span='week', bounds='regular', interval='hour', info=None)

            # add data to historical_data list
            historical_data.extend(data)

            # increment current_time by one day
            current_time += relativedelta(days=1)
            for hist in historical_data:
                print(hist)

        # Print start_time_str
        # print('Start Time:', start_time_str)

        # Print the historical data
        # print('Historical Data:', historical_data)

        # find the data point that corresponds to '7:00pm EST yesterday'
        yesterday_close = []
        for data_point in historical_data:
            if 'UPRO' in data_point['symbol']:
                if data_point['begins_at'] == start_time_str:
                    yesterday_close.append(float(data_point['close_price']))

            if 'SPXU' in data_point['symbol']:
                if data_point['begins_at'] == start_time_str:
                    yesterday_close.append(float(data_point['close_price']))

    # Get the current price of the ETFs
    latest_price = r.get_latest_price(['UPRO', 'SPXU'], includeExtendedHours=True)

    # Get the current and previous close price of the ETFs and store in variables
    ETFClose = yesterday_close
    ETFCurrent = latest_price

And the final timestamp for historical_data prints this out for TQQQ and SQQQ:

{'begins_at': '2023-07-28T19:00:00Z', 'open_price': '16.910000', 'close_price': '16.959900', 'high_price': '17.030000', 'low_price': '16.860000', 'volume': 11575948, 'session': 'reg', 'interpolated': False, 'symbol': 'SQQQ'}

{'begins_at': '2023-07-28T19:00:00Z', 'open_price': '45.340000', 'close_price': '45.240000', 'high_price': '45.469900', 'low_price': '45.070000', 'volume': 6125662, 'session': 'reg', 'interpolated': False, 'symbol': 'TQQQ'}

This means Sunday is not being registered as a trading day in the API. I also tried this:

yesterday_close = r.get_quotes(['TQQQ', 'SQQQ'], info='adjusted_previous_close')
        print("yesterday_close:", yesterday_close)

# Output:

yesterday_close: ['42.900000', '17.930000'] # This is last Friday's closing price, not Sunday. Today is Monday

Is there something I'm missing here? maybe I got the timedeltas wrong?

[ghost]

I have noticed the same thing.

You should try stocks.get_stock_historicals('TQQQ', interval='5minute', span='day', bounds='extended')

This, for some reason, only works with a span=day. However, this seems to be a restriction set by the API: https://github.com/jmfernandes/robin_stocks/blob/3e3d74e65e672fb4b31217b9b5e78353d5713eec/robin_stocks/robinhood/stocks.py#L560C8-L560C8

If you do this manually:

from robin_stocks.robinhood.helper import get_output, request_get
from robin_stocks.robinhood.urls import historicals_url

url = historicals_url()
payload = {'symbols': ','.join(['TQQQ']),
           'interval': '5minute',
           'span': 'week',
           'bounds': 'extended'}

data = request_get(url, 'results', payload)
data[0]['historicals']

It will return history for extended hours for span="day" and span="week". Longer than that doesnt work.

So perhaps the restriction in the API should be updated?

[SingularityMan]

I think the API may need to be updated. I ran a modified version of your code:

url = historicals_url()
payload = {'symbols': ','.join(['TQQQ']),
           'interval': '5minute',
           'span': 'week',
           'bounds': 'extended'}

data = request_get(url, 'results', payload)
for day in data[0]['historicals']:
    print(day)
    if day['begins_at'] == '2023-07-30T18:00:00Z':
        print('Begins at: ', day['begins_at'])
        print('Close price: ', day['close_price'])

And it returned dates between 07/28/2023 - 08/01/2023 but it does not show 07/30/2023 (Sunday)

So In terms of stock historicals we're sitting ducks until the API is updated.

[ghost]

Alright here we are!

from robin_stocks.robinhood.urls import historicals_url

url = historicals_url()
payload = {'symbols': ','.join(['TQQQ']),
           'interval': '5minute',
           'span': 'week',
           'bounds': '24_7'}

data = request_get(url, 'results', payload)

But the price over the weekend is static:

{'begins_at': '2023-07-30T00:00:00Z', 'open_price': '45.379900', 'close_price': '45.379900', 'high_price': '45.379900', 'low_price': '45.379900', 'volume': 0, 'session': 'post', 'interpolated': True}
{'begins_at': '2023-07-30T00:10:00Z', 'open_price': '45.379900', 'close_price': '45.379900', 'high_price': '45.379900', 'low_price': '45.379900', 'volume': 0, 'session': 'post', 'interpolated': True}

[ghost]

Some help would be appreciated!

[Adelantado]

My code includes some historicals, which were implemented before the 24/7 introduction. I believe bounds = 'regular' was returning Mon/Friday prices on regular stocks; but to make it work with crypto and pull weekend prices I had to code bounds as = '24_7'. Haven't check but maybe that's your answer ??

[ghost]

Not really - dont mean to be fastidious but this should be something easily recoverable from the API. Especially for stocks that trade 24/7.

Perhaps @jmfernandes can chime in here?

Something that i noticed is that interpolated=true for prices that are fetched over the weekend. Could there be a solution to this?

I have tried to set interpolated=False in the payload but it doesnt make a difference