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I delete the first 5 minutes of the cash indexes, as it takes many stocks
that much time to begin trading after the 9:30 NY open.
Some of the secondary ETF's based on mid and small cap issues also open 5
min. late because they too need to see where those issues open.
For swing trading (2-8 days) this method works ok. Dont know how it would
affect oddball as I dont use it.
IndexTrader
>
> I don't understand why this is a problem, you can calculate the cash if
your
> concerned about
> the changes overnight on globex.
>
>
> >
> > Beyond the well known fact that trades placed at market open
> > on the cash
> > index do not reflect the futures open due to globex activity
> > (in which case
> > price can have already moved substantially during globex away
> > from prior day
> > close)
> >
>
> >
>
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