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Thank you Lee and Hango.
It does appear that the CME combines Globex and RTH. Does anyone know where
the daily OHLC for the ES "RTH only" might be found?
Thanks again.
PhilG
> In a message dated 9/29/02 10:10:47 AM Pacific Daylight Time,
> fgz@xxxxxxxxxxxxx writes:
>
> << This discrepancy shows up about once or twice a week, maybe more. For
> example, I have a daily high of 853.25 for Friday's ESZ2,
> while the CME shows 857.00???
>
> Thanks,
>
> PhilG
> >>
>
> PhilG,
>
> The CME number (857.00) is the high for the entire 'day' including the
prior
> night's Globex session. Your number (853.25) is the high during just the
> regular hours session.
>
> Lee
>
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