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.
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.