Roscoe wrote:
I am confident that the Pinnacle data is as accurate as it can be,
which is to say accurate in relation to the actual markets as
reported by the respective exchanges - I have checked this very
carefully. On the other hand I cannot get the PFG data to match any
market exactly.
Did you check wich sessions are used for wich data ?
Atleast some of the futures you list are being traded on multiple
markets and might be trading 24hours a day. If one of your
data vendors only gives you data from for instance the pit trading
or just from 1 exchange this is normaly the explanation for this
difference.
Greetings,
Henri Amand
Tremendous Group BV - The Netherlands
Licenced Bloomberg 3rd party software developer
www.bbadapter.com
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