Hello,
When I compare my eSignal-EOD OHLC prices (which match QP2 data) to eSignal-RT data I find that they differ significantly.
1) Can sombody explain the difference?
2) How can I calculate OHLC prices from RT data that match the eSignal-EOD prices?
I am trying to convert EOD systems to work with RT data and need the best match I can get to EOD.
Many thanks for any help you can give,
Herman.
When I compare my eSignal-EOD OHLC prices (which match QP2 data) to eSignal-RT data I find that they differ significantly.
1) Can sombody explain the difference?
2) How can I calculate OHLC prices from RT data that match the eSignal-EOD prices?
I am trying to convert EOD systems to work with RT data and need the best match I can get to EOD.
Many thanks for any help you can give,
Herman.
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