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I also looked (without success) for a data provider with the correct
NYSE opening price. FWIW, Quotes Plus and Norgate Premium Data are
reporting the consolidated price, not the NYSE specialist price from
the floor of the exchange.
--- In amibroker@xxxxxxxxxxxxxxx, "kiasap" <alllovem@xxx> wrote:
>
> 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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