Trading calendars not working for extended hours

Technical Help
#1

Keep getting errors when trying to test the following code (currently testing during weekend). What am I doing wrong?

jupyter:/codeload $ quantrocket master calendar 'NASDAQ' --outside-rth
msg: no trading hours available for NASDAQ before requested datetime
status: error

Per the documentation I attempted to download the IBKR trading calendars to get extended hours, but that didn't seem to change anything. Here's the output of my calendar download.

jupyter:/codeload $ quantrocket master collect-ibkr-calendar
INFO Saved 200 total IBKR calendar records for AMEX, ARCA, NYMEX, BATS, GLOBEX, NYSE, NASDAQ
#2

Would def prefer to use the simpler QuantRocket solution via --outside-rth switch, but in the meantime, I came up with the following workaround for running my live trading script every 15min during the weekday, when the market is open (including pre and post market). Hope it helps others.

# Trade strategy and place orders every 15min between 4AM-7:45PM EST on weekdays (if market is open)
*/15 4-19 * * mon-fri quantrocket master isopen 'NASDAQ' --in '6h' || quantrocket master isopen 'NASDAQ' || quantrocket master isopen 'NASDAQ' --ago '4h' && quantrocket moonshot trade mean-reversion-strategy | quantrocket blotter order -f -

In summary, trade strategy if:

  1. It's currently pre-market and market will be open in 6 hours
  2. OR market is currently open
  3. OR market was open 4 hours ago, and it's currently after hours.
#3

I'm not able to reproduce this:

$ quantrocket master collect-ibkr-calendar -e NASDAQ
status: the IBKR trading hours will be collected asynchronously
...
$ quantrocket master calendar 'NASDAQ' --outside-rth
NASDAQ:
  since: '2021-06-14T04:00:00'
  status: open
  timezone: America/New_York
  until: '2021-06-14T20:00:00'
jupyter:/codeload $

There's also the us_extended_hours calendar (which should not be used with --outside-rth):

$ quantrocket master calendar 'us_extended_hours'
us_extended_hours:
  since: '2021-06-14T04:00:00'
  status: open
  timezone: America/New_York
  until: '2021-06-14T20:00:00'