How to retrieve data only up to open of current trading session?

[nicholashoyy]

Hello,

I am trying to retrieve data using ib.reqHistoricalData. And I want to make reference to open price of the current trading session (instead of calendar day) for instruments which trade almost around the clock e.g. ES, GC, etc. I am thinking of using pandas loc and locate row 0.

However, durationStr = 1D returns 1 calendar day worth of bars. Are there ways to work around this?

Thank you.

Nicholas

[gnzsnz]

this looks more like "how do i get the current trading session?" question.
I use exchange calendars or eventually historical schedule

to get the open price, i usually do

ticker = ib.reqMktData(contract)
ib.sleep(1)
ticker.open

which will only work if the session is open

hope it helps