I have been trying to figure out how to collect pre and post market data. I was told by DTN that pre and post market (form-t) data is distributed in different data fields (ET_last and ET_change) than normal market hour (8:30 am - 3:00 pm CST) data.
Do you know what I have to do to get globalserver to collect pre and post market data as mine does not appear to be doing so.
Also, is is possible to have an alternative data fee conected at the same time as DTN, for requesting historical data for average volume calculations?
Thank you very much for the offer of help.
