Announcement

Collapse
No announcement yet.

Inconsistency between IntraDay & Daily Open price

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Inconsistency between IntraDay & Daily Open price

    I have found that on occasion the opening price of the 9:30 bar for intraday charts is different from the opening price of the corresponding Daily chart. A search of the forum shows that this problem (FormT ticks making it into the 9:30 intraday bar) was flagged in 2003.

    I was wondering if there was any update on this issue as it has been presenting me with some difficulties in running my backtesting strategies.

    Thanks for your help.
Working...
X