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Most of these data problems are the result of vendor services quoting
o,h,l based on the overnight trading...see if your vendor offers a pit session
only quote....hope this helps...Tom Stein comfut@xxxxxxx
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From: owner-realtraders@xxxxxxxxxxxxxx on behalf of Anthony Hart
Sent: Wednesday, August 06, 1997 2:59 PM
To: RealTraders Discussion Group
Subject: RE: Price Request
I have notice that problem a lot when comparing high, low and even close daily
prices
between BMI and Signal. They almost never agree on many futures. Why is that?
And
how do you get the correct price?
Furthermore if you take the highest intra-day price most of the times is
different that the daily
high even on data from the same vendor? I cannot explain it..
Thanks
Anthony
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From: Rick_Ratchford[SMTP:ricrat@xxxxxxxxxxxxxxxxxxx]
Sent: Wednesday, August 06, 1997 4:17 PM
To: RealTraders Discussion Group
Subject: Price Request
May I ask a favor?
Talking with another trader on the phone, we found that our price data
was different for 8/1 daytime high in November beans.
According to the data I downloaded, I have 659 as the top for 8/1, he
has 660 (Futures Charts) and my Commodity Price Charts has 660 plus
change.
Does anyone have any reliable price data that can post here what the
daily TOP was for November Soybeans on 8/1? I'm ready to dump my vendor
if I find my data is faulty since they keep assuring me it is never so.
Thanks.
rick
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