ET
Energy Transfer LP Common Units representing limited partner interests
stock NYSE

Thanks. That was just my first purchase into $ET as well. I currently have about $9,600 of my money in $ET, and have a total value of almost $17,000, and currently receive over $1,000/yr in dividends on 790 shares.

This is the reason why one needs a margin account.
You want to buy a T-note at the 9/8 (Tue) auction. The settlement date is 9/10 (Th).
You own SGOV. 
You can place the T-note order now. Since you have sufficient buying power from SGOV.
You can wait until 9/9 (Wed) to sell SGOV. There is no margin interest charged.
I believe with a cash account, you must sell SGOV before you can place the T-note order.
I believe the order cut-off time is 10 am ET.
SGOV can be sold now in the extended hours market.

**📊 Key U.S. Economic Data (ET)**
No high- or medium-impact USD economic events scheduled.
⚠️ For informational purposes only. Not financial advice.
📌 #SPY #SPX #StockMarket #TechnicalAnalysis #Trading

Welcome to the sub! We appreciate you reaching out to us with your question.
We have a team dedicated to assisting clients with conversations like this, and no appointment is required. Whenever you're ready, you can contact our Investment Solutions team by using the "Contact Us" link below. They are available Monday through Friday from 7:00 a.m. to 12:00 a.m. ET and Saturday through Sunday from 8:00 a.m. to 10:00 p.m. ET. Keep in mind that today is a holiday, so they will not be available until tomorrow.
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Two people up there said sample size and left it there, so I went and counted it. NQ 5 minute bars, 49 sessions from 29 June to 4 September, overnight defined as 18:00 to 09:30 ET and the opening window as 09:30 to 10:30.
The first hour took out the overnight high or low on 38 of the 49 sessions. That is 78 percent. Your bad regime happens about one day in five, so six weeks of screenshots contains something like six or seven of them, and the morning where you got stopped three times is a large slice of your entire sample for it.
The part I did not expect is what those 11 days look like:
swept in the first hour n=38 median overnight range 341 median RTH range 406 median |close-open| 186
not swept n=11 median overnight range 409 median RTH range 277 median |close-open| 70
The days you have labelled chop have a wider overnight range and a smaller day. Both of those are mechanical rather than behavioural. Wider overnight range means the edges are further away, so of course the open does not reach one. Smaller day range means your stop is a bigger fraction of everything that is going to happen, so any pullback entry gets clipped more often. You do not need trapped participants or two-way inventory to get your result out of those two numbers.
Which makes it testable rather than a story. Take your stop as a fraction of that morning's realised range, or of the previous day's ATR, instead of as a fixed number of points, and re-score the same six weeks. If the filter is real the edge survives the normalisation. If what you actually found is "NQ had a quiet day", most of it goes away, and the useful version of your rule is sizing down on low expected range rather than sitting out days that failed to sweep.
One more thing about how the finding was made. You went back through screenshots. Screenshots get taken and kept more often after annoying sessions than after boring ones, so the population you searched was already tilted toward the thing you found. Rerunning the same question over every session in the window, including the ones you did not trade and did not screenshot, is what turns it from a memory into a measurement.
Not verified: this is the market, not your fills. I cannot see your entries, so nothing here says the filter does not work for you specifically. Also Yahoo's continuous NQ series, so contract rolls are in there unhandled, and 49 sessions is small enough that the 11 could shuffle a fair bit.

Finnhub's before/after/during flag is derived, and you can derive it yourself with more precision — but only backwards, for dates that have already happened. For an upcoming release there is no free source for the exact minute, because the company hasn't done it yet.
The release is an 8-K carrying item 2.02, Results of Operations and Financial Condition, and EDGAR stamps every filing with an acceptance timestamp. So the historical time is sitting there for free.
Two things that cost me a lot of time:
The acceptance stamp is when the filing hit EDGAR, not when the wire crossed. Across 63,969 announcements, 8,707 of them (13.4%) land in the fifteen minutes from 16:00 to 16:14 ET. That is a filing-behaviour cluster, not a release-behaviour one, and if you bucket naively at 16:00 you label a chunk of those as after-hours when the press release was already out before the close.
The nastier one: if you read acceptanceDateTime out of the submissions JSON on data.sec.gov, it is not consistently timezone-converted. Measured across 808 S&P 500 companies on 6 September: 624 have it converted on every filing, 181 on none, 3 are mixed. A naive pass therefore has a silent offset on about a fifth of the universe, and it looks fine because the timestamps are all plausible. The authority is the ACCEPTANCE-DATETIME line in the raw SGML header of the filing, not the JSON — pull the header for a few accessions per CIK and compare before you trust the JSON for that issuer. And the SEC repairs the JSON backwards, so an issuer that was unconverted last month can be converted today; caching the verdict per company goes stale.
Even after all that, about 5.5% of the dates stay genuinely ambiguous, so I carry an uncertainty flag on those rather than pretend the timestamp settles it.

Four years late for OP, but this still ranks for the question and the two answers here are both paid feeds, so: the source that has the exact minute for free is the SEC itself.
An earnings release is filed as an 8-K carrying item 2.02. EDGAR stamps the moment it accepted the submission, and that stamp sits in the header of the complete submission .txt as ACCEPTANCE-DATETIME, in US Eastern. It is a time of record rather than a vendor's reconstruction, and it comes with an accession number, so any single value can be checked against sec.gov.
(Everything below is counted by code written by a language model. I read the output and decide what gets published, and these are counts, not estimates.)
The reason it is worth the trouble over an AH/BMO flag is that those two labels hide the part you would actually trade on. Over 64,938 S&P 500 item 2.02 filings from April 2003 to September 2026, 13.4% land in the fifteen minutes from 16:00 to 16:14 ET. "AH" covers a 16:01 release and a 20:30 release identically, and for anything touching the close those are not the same event. The buckets overall run 46.4% before the open, 41.8% after the close, 11.7% inside the session, so both labels are large containers rather than descriptions.
One trap if you take the convenient route. `data.sec.gov/submissions/CIK##########.json` exposes `acceptanceDateTime` with a trailing Z, and for a sizeable minority of issuers that Z is false: the value is the Eastern clock with a Z appended and no conversion applied. Comparing raw SGML headers against the JSON over 64,936 filings, the treatment turns out to be a property of the issuer and nearly all-or-nothing: of 808 companies, 624 are converted on every filing, 181 on none, 3 go both ways. Read an unconverted one as UTC and you place the filing four or five hours late, which is enough to move it across the close. The SGML header does not have that problem, which is the argument for reading it instead.

Looking to add ET and QXO. ET has data center growth potential and nice yield. QXO near 52 week low.

Happy Monday!
It sounds like you may be referring to using your 401(k) to fund your BrokerageLink account, and pulling from the different sources within an investment. To achieve this, you can log into NetBenefits.com and follow the steps below:
1. Select the three vertical dots to the right of your 401(k), and then "BrokerageLink"
2. In the "Transfer Money" column, you can choose to transfer funds "To" or "From" your BrokerageLink and 401(k)
If you're transferring money from your 401(k) to your BrokerageLink, you will have the ability to select investments to sell from and their respected sources (ie. pre-tax, Roth, after-tax). That said, for further assistance in deciding on what sources to select, and finding eligible investments to put the funds into, please contact our Workplace Investing team by phone. Representatives are available, Monday through Friday from 8:30 a.m. to 8:30 p.m., ET. Please say "401(k)" when prompted by the automated system to be connected to the right group.
[Contact Us](https://www.fidelity.com/customer-service/contact-us)
If you have additional questions outside this, please follow up and let me know.

I literally checked twice today. Pump at Asian morning and the dump at ET Morning

Thanks. That was just my first purchase into $ET as well. I currently have about $9,600 of my money in $ET, and have a total value of almost $17,000, and currently receive over $1,000/yr in dividends on 790 shares.

This is the reason why one needs a margin account.
You want to buy a T-note at the 9/8 (Tue) auction. The settlement date is 9/10 (Th).
You own SGOV. 
You can place the T-note order now. Since you have sufficient buying power from SGOV.
You can wait until 9/9 (Wed) to sell SGOV. There is no margin interest charged.
I believe with a cash account, you must sell SGOV before you can place the T-note order.
I believe the order cut-off time is 10 am ET.
SGOV can be sold now in the extended hours market.

**📊 Key U.S. Economic Data (ET)**
No high- or medium-impact USD economic events scheduled.
⚠️ For informational purposes only. Not financial advice.
📌 #SPY #SPX #StockMarket #TechnicalAnalysis #Trading

Welcome to the sub! We appreciate you reaching out to us with your question.
We have a team dedicated to assisting clients with conversations like this, and no appointment is required. Whenever you're ready, you can contact our Investment Solutions team by using the "Contact Us" link below. They are available Monday through Friday from 7:00 a.m. to 12:00 a.m. ET and Saturday through Sunday from 8:00 a.m. to 10:00 p.m. ET. Keep in mind that today is a holiday, so they will not be available until tomorrow.
[Contact Us](https://www.fidelity.com/customer-service/contact-us)
Feel free to let us know if you have any other questions! We are always here to help.

Two people up there said sample size and left it there, so I went and counted it. NQ 5 minute bars, 49 sessions from 29 June to 4 September, overnight defined as 18:00 to 09:30 ET and the opening window as 09:30 to 10:30.
The first hour took out the overnight high or low on 38 of the 49 sessions. That is 78 percent. Your bad regime happens about one day in five, so six weeks of screenshots contains something like six or seven of them, and the morning where you got stopped three times is a large slice of your entire sample for it.
The part I did not expect is what those 11 days look like:
swept in the first hour n=38 median overnight range 341 median RTH range 406 median |close-open| 186
not swept n=11 median overnight range 409 median RTH range 277 median |close-open| 70
The days you have labelled chop have a wider overnight range and a smaller day. Both of those are mechanical rather than behavioural. Wider overnight range means the edges are further away, so of course the open does not reach one. Smaller day range means your stop is a bigger fraction of everything that is going to happen, so any pullback entry gets clipped more often. You do not need trapped participants or two-way inventory to get your result out of those two numbers.
Which makes it testable rather than a story. Take your stop as a fraction of that morning's realised range, or of the previous day's ATR, instead of as a fixed number of points, and re-score the same six weeks. If the filter is real the edge survives the normalisation. If what you actually found is "NQ had a quiet day", most of it goes away, and the useful version of your rule is sizing down on low expected range rather than sitting out days that failed to sweep.
One more thing about how the finding was made. You went back through screenshots. Screenshots get taken and kept more often after annoying sessions than after boring ones, so the population you searched was already tilted toward the thing you found. Rerunning the same question over every session in the window, including the ones you did not trade and did not screenshot, is what turns it from a memory into a measurement.
Not verified: this is the market, not your fills. I cannot see your entries, so nothing here says the filter does not work for you specifically. Also Yahoo's continuous NQ series, so contract rolls are in there unhandled, and 49 sessions is small enough that the 11 could shuffle a fair bit.

Finnhub's before/after/during flag is derived, and you can derive it yourself with more precision — but only backwards, for dates that have already happened. For an upcoming release there is no free source for the exact minute, because the company hasn't done it yet.
The release is an 8-K carrying item 2.02, Results of Operations and Financial Condition, and EDGAR stamps every filing with an acceptance timestamp. So the historical time is sitting there for free.
Two things that cost me a lot of time:
The acceptance stamp is when the filing hit EDGAR, not when the wire crossed. Across 63,969 announcements, 8,707 of them (13.4%) land in the fifteen minutes from 16:00 to 16:14 ET. That is a filing-behaviour cluster, not a release-behaviour one, and if you bucket naively at 16:00 you label a chunk of those as after-hours when the press release was already out before the close.
The nastier one: if you read acceptanceDateTime out of the submissions JSON on data.sec.gov, it is not consistently timezone-converted. Measured across 808 S&P 500 companies on 6 September: 624 have it converted on every filing, 181 on none, 3 are mixed. A naive pass therefore has a silent offset on about a fifth of the universe, and it looks fine because the timestamps are all plausible. The authority is the ACCEPTANCE-DATETIME line in the raw SGML header of the filing, not the JSON — pull the header for a few accessions per CIK and compare before you trust the JSON for that issuer. And the SEC repairs the JSON backwards, so an issuer that was unconverted last month can be converted today; caching the verdict per company goes stale.
Even after all that, about 5.5% of the dates stay genuinely ambiguous, so I carry an uncertainty flag on those rather than pretend the timestamp settles it.

Four years late for OP, but this still ranks for the question and the two answers here are both paid feeds, so: the source that has the exact minute for free is the SEC itself.
An earnings release is filed as an 8-K carrying item 2.02. EDGAR stamps the moment it accepted the submission, and that stamp sits in the header of the complete submission .txt as ACCEPTANCE-DATETIME, in US Eastern. It is a time of record rather than a vendor's reconstruction, and it comes with an accession number, so any single value can be checked against sec.gov.
(Everything below is counted by code written by a language model. I read the output and decide what gets published, and these are counts, not estimates.)
The reason it is worth the trouble over an AH/BMO flag is that those two labels hide the part you would actually trade on. Over 64,938 S&P 500 item 2.02 filings from April 2003 to September 2026, 13.4% land in the fifteen minutes from 16:00 to 16:14 ET. "AH" covers a 16:01 release and a 20:30 release identically, and for anything touching the close those are not the same event. The buckets overall run 46.4% before the open, 41.8% after the close, 11.7% inside the session, so both labels are large containers rather than descriptions.
One trap if you take the convenient route. `data.sec.gov/submissions/CIK##########.json` exposes `acceptanceDateTime` with a trailing Z, and for a sizeable minority of issuers that Z is false: the value is the Eastern clock with a Z appended and no conversion applied. Comparing raw SGML headers against the JSON over 64,936 filings, the treatment turns out to be a property of the issuer and nearly all-or-nothing: of 808 companies, 624 are converted on every filing, 181 on none, 3 go both ways. Read an unconverted one as UTC and you place the filing four or five hours late, which is enough to move it across the close. The SGML header does not have that problem, which is the argument for reading it instead.

Looking to add ET and QXO. ET has data center growth potential and nice yield. QXO near 52 week low.

Happy Monday!
It sounds like you may be referring to using your 401(k) to fund your BrokerageLink account, and pulling from the different sources within an investment. To achieve this, you can log into NetBenefits.com and follow the steps below:
1. Select the three vertical dots to the right of your 401(k), and then "BrokerageLink"
2. In the "Transfer Money" column, you can choose to transfer funds "To" or "From" your BrokerageLink and 401(k)
If you're transferring money from your 401(k) to your BrokerageLink, you will have the ability to select investments to sell from and their respected sources (ie. pre-tax, Roth, after-tax). That said, for further assistance in deciding on what sources to select, and finding eligible investments to put the funds into, please contact our Workplace Investing team by phone. Representatives are available, Monday through Friday from 8:30 a.m. to 8:30 p.m., ET. Please say "401(k)" when prompted by the automated system to be connected to the right group.
[Contact Us](https://www.fidelity.com/customer-service/contact-us)
If you have additional questions outside this, please follow up and let me know.

I literally checked twice today. Pump at Asian morning and the dump at ET Morning