How to read a stock's closing price a 16:00?

Discussion in 'Interactive Brokers' started by lime, Jun 23, 2024.

  1. lime

    lime

    I am trying to get a stock's intraday prices including the close at 16:00, but seems 16:00 itself is outside of RTH so up to 15:59.

    For NVDA on 21 Jun, Google and Yahoo show closed at 126.57.

    When I read 1-min bars from IBKR, I get (date time zone open close)
    20240621 09:30:00 America/New_York, 127.11, 126.71
    20240621 09:31:00 America/New_York, 126.71, 127.65
    20240621 09:32:00 America/New_York, 127.65, 127.65
    20240621 09:33:00 America/New_York, 127.65, 127.54
    20240621 09:34:00 America/New_York, 127.54, 128.43
    20240621 09:35:00 America/New_York, 128.43, 128.3
    ........
    20240621 15:55:00 America/New_York, 126.42, 126.52
    20240621 15:56:00 America/New_York, 126.52, 126.49
    20240621 15:57:00 America/New_York, 126.49, 126.21
    20240621 15:58:00 America/New_York, 126.21, 126.15
    20240621 15:59:00 America/New_York, 126.15, 127.06

    Isn't the close at 15:59:00 of 127.06 the closing price, which was 126.57 in Google Finance? Has SMART to do with it or using TRADES data? For 1hr bars, is the close of 15:00 the closing price of the day?
    For AAPL, I got 20240621 15:59:00 America/New_York, 208.01, 207.11, while Google shows 207.49.

    I use
    Code:
    private Contract contract = new Contract(); //Contract obj
    private String ticker = "NVDA"; 
    private String reqEndDateTime = "20240621 16:00:00";  
    private String reqLookbackWindow = "1 D"; 
    private PriceDataType reqDataType = PriceDataType.TRADES; 
    private String reqBarSize = "1 min"; 
    
    private void setContract() {
            this.contract.symbol(this.ticker);
            this.contract.secType("STK");
            this.contract.currency("USD");
            this.contract.exchange("SMART"); 
    }
    
    private void request() {
            this.setContract();
            this.client.reqHistoricalData(1, this.contract, this.reqEndDateTime, this.reqLookbackWindow, this.reqBarSize, this.reqDataType.name(), 1, 1, false, null);
     }
    
     
    Last edited: Jun 23, 2024
  2. Cabin1111

    Cabin1111

    Don't know...The market closes at 4pm.

    The last trade can be at 3:59 and 59 seconds I believe, (not counting after hours of course)...
     
  3. There's an official closing price for RTH as a result of the closing auction. This is the price that will be quoted on a daily chart or daily historical data. Not sure what the exact request would be to IB via the API to get this price though.
     
  4. lime

    lime

    The "close" of the 1-min OHLC bar at 15:59 is just the typical close, not result of the closing auction.
    How can I get the closing auction price from 1-min intraday day?
     
    murray t turtle likes this.
  5. DaveV

    DaveV

    As @GaryBtrader stated, the exchange does publish an official closing price, a few minutes after RTH ends. I use NxCore which has a indicator that this is the official closing price.
    The only way that I know of to get the official closing price from IBkr is to do a reqHistoricalData request, but I don't know how soon after RTH close those prices are available.
     
    murray t turtle likes this.
  6. %%
    DONT think you can exactly;
    GB noted official closing price [AKA settlement price].
    Sometimes i just use [My trade notes, some times] I use a non settlement price, since i seldom if ever actually buy or sell a settlement price.
    I do like the[ official] settlement price on FRI.