Re: Different Between Intraday and Daily Data?

["Monte C. Smith" <mcs@xxxxxxxxxxx>]

 Does this mean that index values reported by DialData are theoretical
(as if all component highs and lows occurred at the same time)? Anyone
have a handle on EOD vendors reporting actual vs those reporting
theoretical?

Thanks,
Monte



Bob Fulks wrote:
> 
> At 4:13 PM -0700 4/9/01, BobR wrote:
> 
> >It looks like the old issue of theoretical DJIA vs actual.  Your intraday
> >bars are the actual prices and the daily bars have the high and low as if
> >all components made their high and low at the same time.
> 
> This appears to be the case. I went to the dowjones.com website and
> they give values consistent with the intraday values.
> 
> It is strange that the values given in the charts in Dow Jones
> publications such as Barrons use the theoretical.
> 
> I am told that Bridge reports the actual, not the theoretical.
> Apparently some vendors report both with different symbols but Dial
> Data does not appear to do so.
> 
<snip>