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I finally reached dial data's 'customer support' (20 min wait). Eventhough
the rep. must of thought that I was crazy, I did find out why I am having a
discrepancy in quotes (bmi vs. dialdata).
Apparently, dial data does include globex. The breakdown is as follows:
O= previous globex session's open
H/L= extremes for both previous day & night sessions
C= previous day session's close
Now all I got to do is figure out how these combined globex/day quotes
affect my trading. Is it best to include night & day data together? Also,
because as far as I know you can't B/S the globex and close out the position
in the day session, this data now hampers my backtesting results abit. Any
suggestions for a good day only data vendor?
Frustratedly,
Dean
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