I meet a difficulty with my NASDAQ data flow (Kinetick issue).
I need to isolate the stocks volumes and the stoks prices of the pre-opening period of a cotation day : the whole pre-orders datas (from 4:00:01 PM to 9:29:59 AM) are registered without distinction inside a day trade data flow.
Is there any way to isolate these pre-orders datas (or obtain the pure day trade datas flow from 9:30:00 AM to 4:00:00 PM) ?
Thanks in advance for your answer.
Brice
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