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I am looking for data services that provide true official NYSE open
prices (the price you get if you use MOO orders). I have tried standard
data providers and they publish the first print as the Open Price as
most brokers do. The difference between between the first print and the
official NYSE open prices (for NYSE stocks) could be so large that
makes backtesting worthless if I use open prices to open positions.
Maybe I should not use MOO orders but Market (Day) orders (placed
before the market opens)
Thank you for your time.
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