Leslie: I'm not sure where you get a 30 minute window between daily bars.
I'm on the west coast and e-mini S&Ps cease trading at 1:15pm and open the
next bar at
1:30pm (15 minutes later). I use esignal real time.
Regards, Jack.
----- Original Message -----
From: "Leslie Walko" <lesliewalko@xxxxxxxxx>
To: "Omega List POSTINGS" <omega-list@xxxxxxxxxx>
Sent: Monday, June 09, 2008 10:26 AM
Subject: how to collect timely End Of Day data for trading for '24 hour'
markets
Hello All:
Is anyone trading End of Day data off of daily bars?
How do you collect timely e-mini / 23.5 hour session data before market
RE-OPENS?
My data vendor, CSI is delivering e-mini, currency electronic data HOURS
after the market has opened. This makes it impossible to place market at
open instructions!!!
What are my choices for getting End of Day data on time?
1. Any EOD data provides who post within the necessary 30 minute time
window between the close and re-open?
2. Converting delayed real time data to EOD bars.
Anyone doing this?
3. Sending a quote request to a broker API, e.g. Interactive Brokers and
scheduling a quote requester?
4. Other alternatives?
Thanks
Leslie
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