Would it be possible to get pre-mkt volume? I think it would be quite useful in avoiding stocks that are likely to have faulty data in a backtest.
So you would filter out from buying any stocks that have a massive amount of volume pre-mkt (signifying an earning report or some sort of news). I filter these out of my live strategies because I assume that the database has not been updated to reflect this new information. It would be helpful if we could screen it out in the backtest as well.
We will not be adding new/novel datasets in the near future. All we would do is add another region, Asia, but for the same datasets we get now (EOD prices, fundamentals, estimates, etc)
The support we are planning is to upgrade Imported Data Factors such that any dataset that you can access for personal use using an API key will be importable and usable in your P123 account. See my reply to your other post.