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

L

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:
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)...
 
GaryBtrader said:
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.
More...

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?
 
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.
 
lime said:
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?
More...
%%
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.
 
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