# How to get pre-market, after-hours and overnight bars as data

Daily bars leave extended hours out of the price, minute bars may need a flag, and overnight bars are one venue's. Which APIs return which session, and how.

*https://stockmarketstack.com/how-to/get-extended-hours-and-overnight-bars · next to Stock Charting Platforms & Screeners*

**Answer:** Ask for minute bars, not daily ones, and check the session rule. Alpaca, Massive and EODHD put pre-market and after-hours trades in intraday bars by default; Twelve Data needs prepost=true and Tiingo afterHours=true. Overnight bars, 8 p.m. to 4 a.m., come from a single venue, Blue Ocean ATS, through Alpaca, Tiingo or Databento. Daily bars keep extended trades out of the price, and sometimes put them in the volume.

## The tools that do this

*In the order this page recommends trying them. Paid placement does not affect this order.*

1. [Alpaca Market Data](https://stockmarketstack.com/tools/alpaca-market-data.md) — Minute bars carry extended-hours trades by default; feed=boats or overnight adds the night. Daily bars count those trades in volume, never in price.
2. [Massive](https://stockmarketstack.com/tools/massive.md) — Custom bars in Eastern time cover pre-market, regular and after-hours; a daily summary adds a preMarket open and afterHours close. Delayed below $199.
3. [Twelve Data](https://stockmarketstack.com/tools/twelve-data.md) — prepost=true adds pre- and post-market to 1- to 30-minute US bars, from the $99 Pro plan, and the extended bars arrive with no volume.
4. [EODHD](https://stockmarketstack.com/tools/eodhd.md) — US 1-minute bars from 2004 always include 4 a.m. to 8 p.m. Eastern, timestamped in UTC, with no switch to leave them out. From $29.99 a month.
5. [Tiingo](https://stockmarketstack.com/tools/tiingo.md) — afterHours=true adds pre- and post-market to IEX-only intraday bars; Blue Ocean overnight bars are a $9 add-on, in beta since July 2026.
6. [Databento](https://stockmarketstack.com/tools/databento.md) — No session flag, only venues. Blue Ocean's own feed, OCEA.MEMOIR, from August 2025, beside the exchange feeds; billed per gigabyte.

## The short way

Ask for minute bars, not daily ones, and label the session yourself.
[Alpaca](https://stockmarketstack.com/tools/alpaca-market-data) documents its rules more completely than most, and its
historical consolidated bars are on the free plan except for the latest fifteen minutes. Its bars
endpoint has no extended-hours switch, because extended-hours trades are already in its minute
bars. The aggregation table in its market data FAQ, read on 9 October 2026, shows a trade with the
`T` (extended hours) condition updating a minute bar's open, high, low, close and volume. The same
trade updates only the volume of a daily bar.

```python
from datetime import datetime, time, timedelta
from zoneinfo import ZoneInfo

import requests

NY = ZoneInfo("America/New_York")
URL = "https://data.alpaca.markets/v2/stocks/bars"
HEADERS = {"APCA-API-KEY-ID": "YOUR_API_KEY", "APCA-API-SECRET-KEY": "YOUR_API_SECRET"}

def minute_bars(symbol, start, end, feed="sip"):
    params = {"symbols": symbol, "timeframe": "1Min", "start": start, "end": end,
              "feed": feed, "adjustment": "raw", "limit": 10000}
    while True:
        r = requests.get(URL, headers=HEADERS, params=params, timeout=30)
        r.raise_for_status()
        body = r.json()
        yield from body["bars"].get(symbol, [])
        if not body.get("next_page_token"):
            return
        params["page_token"] = body["next_page_token"]

def session(ts):
    t = ts.astimezone(NY).time()
    if time(4) <= t < time(9, 30):
        return "pre"
    if time(9, 30) <= t < time(16):
        return "regular"
    if time(16) <= t < time(20):
        return "post"
    return "overnight"

def trade_date(ts):
    # From 6 December 2026 the tape's trading day starts at 8 p.m. the evening before.
    # Holidays and weekends still need an exchange calendar on top of this.
    local = ts.astimezone(NY)
    return (local + timedelta(days=1)).date() if local.time() >= time(20) else local.date()

for bar in minute_bars("AAPL", "2026-10-07T08:00:00Z", "2026-10-08T00:00:00Z"):
    ts = datetime.fromisoformat(bar["t"].replace("Z", "+00:00"))
    print(ts.astimezone(NY).strftime("%H:%M"), session(ts), trade_date(ts), bar["c"], bar["v"])
```

`feed=sip` is the consolidated tape: history since 2016 on the free plan, with the latest fifteen
minutes reserved for the $99 one. `feed=iex` is a single exchange, and the only live feed on the
free plan. For the night, Alpaca's documentation lists two more values. `boats` is Blue Ocean ATS,
the alternative trading system that runs the US evening session. `overnight` is what Alpaca calls
its derived feed from the same source, "cheaper, but slightly less accurate", whose trades are 15
minutes delayed and adjusted to fit the bid-ask spread. Run the loop once per feed, keep the feed
name beside every row, and never append Blue Ocean rows to the SIP series as if they were the
same market.

## What the options are

**Consolidated minute bars with extended hours on by default.** [Alpaca](https://stockmarketstack.com/tools/alpaca-market-data)
as above. [Massive](https://stockmarketstack.com/tools/massive)'s custom bars endpoint,
`/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}`, is documented as covering
"pre-market, regular market, and after-hours sessions", in Eastern time, from "qualifying trades"
only. Its separate daily ticker summary, `/v1/open-close/{ticker}/{date}`, returns the regular
open and close together with `preMarket`, the open in pre-market trading, and `afterHours`, the
close in after-hours trading. That is the shortest way to get the 4 a.m. print and the 8 p.m.
print for one day. Both endpoints are on every Stocks plan, but the $29 and $79 tiers are 15
minutes delayed and Basic is end of day.

**A flag you have to set.** [Twelve Data](https://stockmarketstack.com/tools/twelve-data)'s `/time_series` takes
`prepost=true`, which the documentation limits to US equities at the `1min`, `5min`, `15min` and
`30min` intervals, on the Pro plan ($99) and above. It also says the extended-hours values come
"without volume":

```python
import requests

r = requests.get(
    "https://api.twelvedata.com/time_series",
    params={"symbol": "AAPL", "interval": "5min", "prepost": "true",
            "timezone": "America/New_York", "outputsize": 500},
    headers={"Authorization": "apikey YOUR_API_KEY"},
    timeout=30,
)
bars = r.json()["values"]
```

[Tiingo](https://stockmarketstack.com/tools/tiingo)'s intraday endpoint, `/iex/{ticker}/prices`, takes `afterHours=true`, which
"includes pre and post market data if available". The bars are IEX's, not the tape's. Its
`forceFill=true` copies the previous bar's prices into intervals with no trades, which is a
choice you want to make knowingly in the thin hours.

**Extended hours you cannot switch off.** [EODHD](https://stockmarketstack.com/tools/eodhd)'s intraday API gives US
1-minute bars from 2004 that include pre-market and after-hours trading, with no parameter to
exclude them. Timestamps come back as a UTC Unix time and a UTC datetime, so filtering is
yours to do. The 1-minute window is 120 days per request, every request costs 5 API calls, and
US 1-minute data is updated two to three hours after after-hours trading ends. Intraday starts on
the $29.99 plan.

**The overnight session, from one venue.** Tiingo added a BOATS endpoint in beta on 21 July 2026,
with overnight bars at `/boats/{ticker}/prices` for the 8:00 p.m. to 3:59 a.m. Eastern session.
It costs $9 a month on top of a paid plan and is not on the free tier.
[Databento](https://stockmarketstack.com/tools/databento) sells Blue Ocean's own feed as the `OCEA.MEMOIR` dataset, with
history from 24 August 2025, trades and OHLCV among its schemas, and a session its announcement
gives as 8:00 p.m. to 4:00 a.m. Eastern, Sunday to Thursday. Databento has no session flag at all:
you pick the venue datasets and build the session from timestamps.

## Where this breaks

**The daily bar is not the sum of the minute bars.** In Alpaca's table, an extended-hours trade
moves a minute bar's price and a daily bar's volume. Add up a day of minute bars and you get the
daily volume, but not its high or low. A pre-market high is in no daily bar at all. Other vendors
document their own "qualifying" rules, or document none. Two charts of the same day can then show
the same volume and a different range, or the same range and a different volume.
[Why two charts show different candles](https://stockmarketstack.com/guides/why-two-charts-show-different-candles) explains
the general case.

**VWAP over extended hours is a different number, or no number.** Twelve Data's extended-hours
bars have no volume, so nothing volume-weighted can be computed across them. Where volume exists,
a VWAP anchored at 4 a.m. is not the 9:30 a.m. VWAP a chart prints for the regular session. Label
the anchor in the column name. [VWAP](https://stockmarketstack.com/glossary/vwap) has the definitions.

**The flag does not tell you the session.** The tape marks a trade outside 9:30 a.m. to 4 p.m.
with the `T` sale condition. The CTA's extended-hours FAQ, version 1.2 of 29 September 2026, keeps
that one condition for everything from 9 p.m. to 9:30 a.m. and after the 4 p.m. close. A trade at
11 p.m. and one at 7 a.m. look the same. Alpaca's table has a second extended-hours condition, `U`,
which updates volume and no prices in either bar size. Split sessions by timestamp, as the code
above does.

**Thin hours turn venue gaps into price gaps.** Massive produces no bar for an interval without
an eligible trade. At 5 a.m. on a quiet name that is most intervals, so a minute series is full of
holes, and filling them with the last price (Tiingo's `forceFill`) shows trading that never
happened. A single-exchange feed makes it worse. Alpaca's free IEX feed, Tiingo's IEX intraday
bars and every overnight source on this page are one venue's prints. Alpaca's `overnight` feed is
not prints at all: it is delayed and adjusted to the bid-ask spread by Alpaca.

**Four time conventions, and the clocks move.** Massive's custom bars are in Eastern time, with
each bar's start as a Unix millisecond timestamp. The daily bar in its own sample response starts
at 05:00 UTC, which is midnight in New York in January. EODHD is UTC. Twelve Data returns exchange
time unless you pass `timezone`, which it ignores for daily intervals. The pre-market's 4 a.m.
Eastern is 08:00 UTC in summer and 09:00 UTC after clocks change on 1 November 2026. A filter
written in UTC moves the session by an hour twice a year.

**The overnight boundary is about to move.** Blue Ocean's session starts at 8 p.m. The
consolidated tapes are scheduled to carry overnight trading from 9 p.m., starting 6 December
2026, with the trade date rolling to the next day at 8 p.m. From then an overnight bar can come
from the SIP or from one venue, and the two will not agree. No vendor on this page had documented,
by 9 October 2026, how its minute or daily bars will treat SIP overnight trades.
[What 23-hour trading changes in your market data](https://stockmarketstack.com/guides/overnight-trading-data) has the plan
documents. The `trade_date` function above encodes the 8 p.m. boundary, and holidays still need
[an exchange calendar](https://stockmarketstack.com/how-to/get-an-exchange-trading-calendar-as-data).

**"Close" after 4 p.m. is ambiguous.** Massive's daily summary gives the regular `close` and a
separate `afterHours` close. A "last price" read at 6 p.m. is neither the official close nor the
end of the session. Store the official close and the last extended-hours print in two columns, and
never let a refresh after 4 p.m. overwrite the first with the second.

## If you outgrow this

**When you need years of it, not a window**, pagination and per-request limits become the job.
[How to backfill minute bars](https://stockmarketstack.com/how-to/backfill-minute-bars) compares the archives, including
which ones keep extended hours, and [how to store minute bars locally](https://stockmarketstack.com/how-to/store-minute-bars-locally)
covers keeping them.

**When you need it live**, the same session question applies to a stream.
[How to stream real-time quotes](https://stockmarketstack.com/how-to/stream-real-time-quotes) covers the WebSocket side, and
[why real-time stock data is so expensive](https://stockmarketstack.com/guides/real-time-market-data-fees) covers the exchange
fees behind the consolidated feed.

**When you want to look rather than store**, a charting platform's extended-hours setting does the
labelling for you. The trade-off is that you cannot see which trades it counted.
[Charting platforms and screeners](https://stockmarketstack.com/categories/charting-screeners) lists them, and the
[consolidated tape](https://stockmarketstack.com/glossary/consolidated-tape) entry explains what "all exchanges" covers.

## FAQ

### Why does my daily bar not show the pre-market high?

Because the daily bar is built from regular-session prices. Alpaca's aggregation table, read on 9 October 2026, lets an extended-hours trade update a minute bar's open, high, low and close, and a daily bar's volume only. A pre-market spike appears in the minute bars and nowhere in the daily high. Build the extended-hours high yourself from minute bars.

### Is there a free source of pre-market prices as data?

For history, yes. Alpaca's free plan serves consolidated bars back to 2016 and withholds only the latest fifteen minutes, so yesterday's pre-market is free; live, the free plan is the IEX feed, one exchange. Massive's free tier is end of day only. Tiingo's intraday bars are IEX-only, and its overnight add-on is not offered on the free tier. Nothing free covers the overnight session.

### Do overnight trades show up in the same bars as pre-market?

Today, only if you ask for the overnight venue explicitly. Overnight bars come from Blue Ocean ATS through Alpaca's boats feed, Tiingo's BOATS endpoint or Databento's OCEA.MEMOIR dataset, separately from the 4 a.m. to 8 p.m. series. The consolidated tapes are scheduled to carry overnight trades from 6 December 2026, and no vendor here has yet documented how its bars will change.

### What time zone are extended-hours bars in?

It depends on the vendor. Massive builds custom bars in Eastern time and returns the start of each bar as a Unix millisecond timestamp. EODHD returns UTC. Twelve Data returns exchange time by default and takes a timezone parameter, which it ignores for daily bars. Convert everything to UTC for storage and to New York time for session labels.

## Sources

1. [Historical Stock Data (feed parameter)](https://docs.alpaca.markets/us/docs/historical-stock-data-1) — Alpaca, read 2026-10-09
2. [Market Data FAQ (how bars are aggregated from trades)](https://docs.alpaca.markets/us/docs/market-data-faq) — Alpaca, read 2026-10-09
3. [About Market Data API (subscription plans)](https://docs.alpaca.markets/us/docs/about-market-data-api) — Alpaca, read 2026-10-09
4. [Historical bars — API reference](https://docs.alpaca.markets/us/reference/stockbars) — Alpaca, read 2026-10-09
5. [Custom Bars (OHLC) — Stocks REST](https://massive.com/docs/rest/stocks/aggregates/custom-bars) — Massive, read 2026-10-09
6. [Daily Ticker Summary (OHLC) — Stocks REST](https://massive.com/docs/rest/stocks/aggregates/daily-ticker-summary) — Massive, read 2026-10-09
7. [Time series — API documentation](https://twelvedata.com/docs/market-data/time-series) — Twelve Data, read 2026-10-09
8. [Intraday Historical Stock Data API](https://eodhd.com/financial-apis/intraday-historical-data-api) — EODHD, read 2026-10-09
9. [Real-time and Historical IEX API Documentation](https://www.tiingo.com/documentation/iex) — Tiingo, read 2026-10-09
10. [BOATS Overnight Real-time API Documentation](https://www.tiingo.com/documentation/boats) — Tiingo, read 2026-10-09
11. [Blue Ocean ATS now available](https://databento.com/blog/blue-ocean-ats-now-available) — Databento, 2026-04-08
12. [CTA Extended Trading Hours — Frequently Asked Questions, version 1.2](https://www.ctaplan.com/publicdocs/ctaplan/CTA_Extended_Trading_Hours_FAQ.pdf) — Consolidated Tape Association / Securities Industry Automation Corporation, 2026-09-29

*Last updated 2026-10-09. A reference page, corrected in place — not a dated post.*