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Part of the trouble with the Comstock/Quote.com daily data, and I
presume TS7 has the same problem, is Comstock has never figured out how
to handle securities with night sessions. Often, but not always, the
"open" is something weird like the first tick of the night session or
the first tick after midnight. The daily high and low are also screwed
up as a result of the weird session times. My answer for ES was to just
use a 405 minute day-session bar rather than the bogus daily bar. I
found the data pretty good that way.
--
Dennis
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