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Dean Chahley wrote:
>
> RT's - I'm getting pretty frustrated... (no, it's not the actual trading).
> For example, today (jan.14) I placed a trade in the Mar Swiss Franc mrkt -
> cme. I did this at the open, and got a fill at: 6773. Later I sold for a
> loss. This is NOT the problem... My problem is: why when I look at my
> TradeStation tonight it shows a price movement where I would of had a
> descent gain? So I double checked with my Quotrek and received differing
> quotes. I noticed that both sets of data were for the exact same contract,
> month, exchange, etc..
>
> So, which one is correct? - Help!
>
> March '98 Swiss Franc cme:
>
> Dial data's: O=6821, H=6825, L=6771, & C=6794.
>
> BMI-Quotrek: O=6773, H=6804, L=6771, & C=6794.
>
> The dial data symbol I used is: SF0398, and the quotrek symbol is: SF H8.
>
> Does anyone have any suggestions as I've done alot of backtesting futures
> markets from dial data, and would like to be backtesting with reliable data.
>
> Regards,
>
> Dean
> maui@xxxxxxxxx
For as much as I know, Dial Data includes overnight prices, and the day's
open is the after hours trading session opening from yesterday or something
like that, hence your problems.
For backtesting, I would make sure you are testing what you trade. If it is
pit session CME, than I'd verify with pit session CME prices, and those sold
/given by CME should be OK. CQG sells also 1min data for 8$/month. TO me
that is the cleanest data I know, short of the Exchanges. I've also heard
floor traders say they use CQG data for their own testing of ideas, which is
a positive.
Good luck
Gwenn
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