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historical data: pre-market & after-hours trading data

hello I am interested to see how long it took for LinkedIn's stock price to surge to 49% pre-market on 06-13-2016.
Is there a way to access this historical data on Quantopian? I tried to tinker with the sample code but could not get info:

linkedin_minute_closes = get_pricing(  
    'LNKD',  
    fields='open_price',  
    start_date='2016-06-10',  
    end_date = '2016-06-14',  
    frequency='minute',  
)

linkedin_minute_closes.plot()  

here was the output : screenshot

I tried google finance, yahoo finance, e-trade & charles schwab, none of them has a chart of this data.
News Article for reference, the news roughly hit the internet around 8:24AM:
TechCrunch

Microsoft

Please let me know.

3 responses

Quantopian only has price information during regular trading hours.

In general, when outside of trading hours, it's very hard to profit on information. It's not a liquid market where orders are being filled. (Obviously, there are lots of exceptions to this like futures markets and non-US exchanges, but we're not yet supporting any of those).

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Being 2018 now I was wondering if any pre-market or after-market data was now available? Even just open/close? If not, any idea where one may find historical extended hours data? For open/close prices would it be reliable to just subtract the previous day's close from the next day's open? (though that gets you a combo of previous day's after and next day's early).

It would be very interesting to see how much weekend / after close public information disclosure (earnings, Spectre vuln, etc.) had all the difference up or down already eaten up in the early hours before regular hours even started.

+1 for pre/after-market data, it would be interesting to examine if volatility due to low liquidity in pre/after-market trading can be a predictor of price movements after market open due to the execution of queued-up market/limit orders.