Thetadata-Historical-Data-Pre-post-market

QUOTE:
Does the Theta Data extension include historical pre-market and after-hours data for stocks?

No. It's not available in the historical bars. The big thing with ThetaData is the options data - and that doesn't trade pre/post.

Anyway, you can turn on Streaming and let that build pre/post market bars.

For now, all ticks are coming through - probably many that you don't want to see in your charts. We might be able to work with tick codes and apply a filter in the future, but I'd recommend enabling WL's (build 166+) Streaming Outlier filter with a tight parameter, like 0.2 or even less.

On ThetaData's Discord channel, I just noticed this announcement.
https://thetadata.net/articles/2026-06-10-extension-of-opra-trading-hours

It implies they'll make data available for selected options outside of regular hours, but they didn't mention underlying. I asked the question though.

After digging around a bit more, I found out that "yes" ThetaData does have pre/post historical data. We just need to adjust our requests to add the start and end times, so we'll get that done for build 4.

If you've already download some data, you'll need to refresh it to request it again with build 4.

Ok, that's great, thanks! I did a quick search earlier but couldn't find that information.