Real time data during extended hours

Hi,
I am trying to get the real time data (stock prices) with the StockDataStream function. But I am not getting anything during extended hours. I could not find anything in the documentation related to this issue...
I am using the alpaca-py python sdk, but I have checked this with the websocket interface as well, with same result.
Is there any parameter I need to provide? Or is it connected to the subscription level? Or is this not possible at all?
Thanks for your help!
Best regards,
Csaba