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how to collect timely End Of Day data for trading for '24 hour' markets

  • To: Omega List POSTINGS <omega-list@xxxxxxxxxx>
  • Subject: how to collect timely End Of Day data for trading for '24 hour' markets
  • From: Leslie Walko <lesliewalko@xxxxxxxxx>
  • Date: Mon, 9 Jun 2008 10:26:42 -0700 (PDT)

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Hello All:

Is anyone trading End of Day data off of daily bars?
How do you collect timely e-mini / 23.5 hour session data before market RE-OPENS?

My data vendor, CSI is delivering e-mini, currency electronic data HOURS after the market has opened.  This makes it impossible to place market at open instructions!!!

What are my choices for getting End of Day data on time?

1. Any EOD data provides who post within the necessary 30 minute time window between the close and re-open? 
2. Converting delayed real time data to EOD bars.  
Anyone doing this?  
3. Sending a quote request to a broker API, e.g. Interactive Brokers and scheduling a quote requester?  

4. Other alternatives?

Thanks
Leslie