Please include session_open, session_close in get_calendar

[vkana]

Is there an existing issue for this?

• I have searched the existing issues

Is your feature request related to a problem? Please describe.

session_open, session_close are available in REST api, but not in alpaca-py to get the pre-market open and after-hours close times.

Describe the solution you'd like.

include session_open, session_close in Calendar

Describe an alternate solution.

No response

Anything else? (Additional Context)

No response

[hiohiohio]

Thank you for the feedback. I have found some internal discussion about the session_open/close as you can see two time format (including : and not) in the response also not mentioned in the doc [1] or depricated [2].
Try to find the ideal current state/plan. It is expected to take a bit time.

*1 https://docs.alpaca.markets/reference/getcalendar-1
*2 https://docs.alpaca.markets/reference/querymarketcalendar-1

[impredicative]

A sample raw output currently looks like:

{
  "date": "2024-07-12",
  "open": "09:30",
  "close": "16:00",
  "session_open": "0400",
  "session_close": "2000",
  "settlement_date": "2024-07-15"
}

I guess session_open and session_close need to be fixed in the API to output a consistent format that matches that of open and close.