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Re: EOD Data



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Trading Reference Links

CSI has both, as well as perpetual and cash.   www.csidata.com

Chris


----- Original Message -----
From: "tosk" <tosk@xxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, July 18, 2000 4:13 PM
Subject: EOD Data


> Does any EOD data vendors provide daily data based on Regular Trading
Hours
> (RTH) only?  I see that most (all?) are including the night session.
> Difficult to complain as even the exchanges are including the night
session
> as part of their "official" prices.
>
> Case in point:
> A buy is generated in Japanese yen to be placed on 6/19.  CME shows daily
> bar open as 95.59 - actually if you waited for the "real" open on Monday
> morning you would have been filled at 96.27.  So let's say you are working
> on a system showing two day trades.  By the close on Tuesday yen is a
96.42.
> You system reports a profit of .83 - not bad.  But in actuality, your
profit
> is only .15!
>
> I've seen a lot of discussion of data vendors and system testing on this
> list but have not seen this issue addressed.  To continue the yen example,
> how many of us are looking at and placing orders in the half hour between
> the end of the RTH and the start of Globex trading?  I know I'm not.
>
> Tom Lisk
>