Python Tip: Distinguishing Pre-market, Regular, and After-hours Ticks from a WebSocket Stream

Ever received a WebSocket tick stream for US stocks and wondered why your indicators behave oddly outside regular hours? The raw data doesn’t tell you which session a trade belongs to, but identifying the session is crucial for signal quality. Here’s a clean, no-dependency-heavy way to do it in Python.

Quick Session Reference

Session

US Eastern Time

Data Characteristics