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After comparing DAILY data from some other providers (kindly sent to me
by various members of this list) it turns out that DAILY opening prices
do match Intraday tick/1min open prices very closely.
The Qcharts Daily data I was using is worthless. (see Below)
The best results i got were with Pinnacle DAILY data.
If anyone would like to trade Pinnacle DAILY data for clean, back
adjusted 1min data pls let me know.
Regards
Mike
Qcharts Daily Vs clean 1min SP01H
12/07/2000 Daily=1367.00 1min=1347.50 Diff= 19.50Pts
12/08/2000 Daily=1363.80 1min=1365.00 Diff= 1.20Pts
12/11/2000 Daily=1386.50 1min=1366.00 Diff= 20.50Pts
12/12/2000 Daily=1400.10 1min=1376.00 Diff= 24.10Pts
12/13/2000 Daily=1399.20 1min=1404.50 Diff= 5.30Pts
12/14/2000 Daily=1381.50 1min=1374.00 Diff= 7.50Pts
12/15/2000 Daily=1351.30 1min=1349.50 Diff= 1.80Pts
12/18/2000 Daily=1330.00 1min=1340.00 Diff= 10.00Pts
12/19/2000 Daily=1347.30 1min=1340.00 Diff= 7.30Pts
12/20/2000 Daily=1318.60 1min=1300.00 Diff= 18.60Pts
12/21/2000 Daily=1280.70 1min=1276.00 Diff= 4.70Pts
12/22/2000 Daily=1295.00 1min=1300.50 Diff= 5.50Pts
12/26/2000 Daily=1323.40 1min=1326.00 Diff= 2.60Pts
12/27/2000 Daily=1337.10 1min=1331.50 Diff= 5.60Pts
12/28/2000 Daily=1350.40 1min=1344.50 Diff= 5.90Pts
12/29/2000 Daily=1352.80 1min=1351.40 Diff= 1.40Pts
01/02/2001 Daily=1331.50 1min=1331.00 Diff= 0.50Pts
01/03/2001 Daily=1300.80 1min=1296.00 Diff= 4.80Pts
need I go further!
Pinnacle Daily Vs clean 1min SP01H
12/13/2000 Daily=1404.50 1min=1404.50 Diff= 0.00Pts
12/14/2000 Daily=1374.00 1min=1374.00 Diff= 0.00Pts
12/15/2000 Daily=1349.50 1min=1349.50 Diff= 0.00Pts
12/18/2000 Daily=1341.00 1min=1340.00 Diff= 1.00Pts
12/19/2000 Daily=1340.00 1min=1340.00 Diff= 0.00Pts
12/20/2000 Daily=1300.00 1min=1300.00 Diff= 0.00Pts
12/21/2000 Daily=1276.00 1min=1276.00 Diff= 0.00Pts
12/22/2000 Daily=1300.50 1min=1300.50 Diff= 0.00Pts
12/26/2000 Daily=1326.00 1min=1326.00 Diff= 0.00Pts
12/27/2000 Daily=1331.00 1min=1331.50 Diff= 0.50Pts
12/28/2000 Daily=1344.50 1min=1344.50 Diff= 0.00Pts
12/29/2000 Daily=1351.40 1min=1351.40 Diff= 0.00Pts
01/02/2001 Daily=1331.00 1min=1331.00 Diff= 0.00Pts
01/03/2001 Daily=1296.00 1min=1296.00 Diff= 0.00Pts
01/04/2001 Daily=1359.00 1min=1359.00 Diff= 0.00Pts
01/05/2001 Daily=1348.00 1min=1348.00 Diff= 0.00Pts
01/08/2001 Daily=1307.50 1min=1307.50 Diff= 0.00Pts
01/09/2001 Daily=1315.00 1min=1315.00 Diff= 0.00Pts
01/10/2001 Daily=1300.00 1min=1300.00 Diff= 0.00Pts
01/11/2001 Daily=1321.00 1min=1321.00 Diff= 0.00Pts
01/12/2001 Daily=1338.50 1min=1338.50 Diff= 0.00Pts
01/16/2001 Daily=1330.00 1min=1329.00 Diff= 1.00Pts
01/17/2001 Daily=1353.50 1min=1353.50 Diff= 0.00Pts
01/18/2001 Daily=1344.00 1min=1344.00 Diff= 0.00Pts
01/19/2001 Daily=1369.00 1min=1369.50 Diff= 0.50Pts
01/22/2001 Daily=1347.50 1min=1347.50 Diff= 0.00Pts
01/23/2001 Daily=1354.50 1min=1354.50 Diff= 0.00Pts
01/24/2001 Daily=1367.00 1min=1367.00 Diff= 0.00Pts
01/25/2001 Daily=1368.00 1min=1368.00 Diff= 0.00Pts
01/26/2001 Daily=1359.50 1min=1359.50 Diff= 0.00Pts
01/29/2001 Daily=1359.90 1min=1359.90 Diff= 0.00Pts
01/30/2001 Daily=1372.00 1min=1372.00 Diff= 0.00Pts
01/31/2001 Daily=1380.00 1min=1380.00 Diff= 0.00Pts
02/01/2001 Daily=1372.00 1min=1372.00 Diff= 0.00Pts
02/02/2001 Daily=1382.50 1min=1382.50 Diff= 0.00Pts
02/05/2001 Daily=1353.50 1min=1353.50 Diff= 0.00Pts
02/06/2001 Daily=1360.20 1min=1360.50 Diff= 0.30Pts
02/07/2001 Daily=1351.00 1min=1351.00 Diff= 0.00Pts
02/08/2001 Daily=1351.10 1min=1351.10 Diff= 0.00Pts
02/09/2001 Daily=1335.00 1min=1335.00 Diff= 0.00Pts
02/12/2001 Daily=1319.50 1min=1319.50 Diff= 0.00Pts
02/13/2001 Daily=1336.50 1min=1336.50 Diff= 0.00Pts
02/14/2001 Daily=1324.50 1min=1324.50 Diff= 0.00Pts
02/15/2001 Daily=1327.00 1min=1327.00 Diff= 0.00Pts
02/16/2001 Daily=1303.00 1min=1303.00 Diff= 0.00Pts
02/20/2001 Daily=1309.00 1min=1309.00 Diff= 0.00Pts
02/21/2001 Daily=1277.00 1min=1276.50 Diff= 0.50Pts
02/22/2001 Daily=1260.50 1min=1260.00 Diff= 0.50Pts
02/23/2001 Daily=1247.50 1min=1247.50 Diff= 0.00Pts
02/26/2001 Daily=1253.50 1min=1253.50 Diff= 0.00Pts
02/27/2001 Daily=1267.70 1min=1267.70 Diff= 0.00Pts
02/28/2001 Daily=1268.50 1min=1268.50 Diff= 0.00Pts
03/01/2001 Daily=1236.50 1min=1236.50 Diff= 0.00Pts
03/02/2001 Daily=1224.00 1min=1223.50 Diff= 0.50Pts
03/05/2001 Daily=1239.50 1min=1239.50 Diff= 0.00Pts
03/06/2001 Daily=1258.50 1min=1258.50 Diff= 0.00Pts
03/07/2001 Daily=1264.00 1min=1264.00 Diff= 0.00Pts
The small discrepancys are probably due to the Pit comittee adjusting
the Open price.
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