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polygon-io / feature-requests

Feature requests for the Polgon.io Platform. Any bug reports should be opened in polygon-io/issues/issuess
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Request for Aggregates ( Bars ) to have a switch to turn off results outside of RTH #25

Open beroyse opened 3 years ago

beroyse commented 3 years ago

Is your feature request related to a problem? Please describe. no

Describe the solution you'd like Add a switch for Aggregates ( Bars ) to have a switch to turn off results outside of regular trading hours

Describe alternatives you've considered The alternative is to code a routine to discard those bars.

Additional context I typically throw away bars outside of regular trading hours due to low volume on those.