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Depending on software, you may be able to construct a custom symbol which
combines both sessions - I've done this with Ensign. DTN uses @prefix for
night sessions so it takes a custom symbol to combine them. Quote.Com gives
you choice of RTH or all sessions on intraday, all sessions on EOD. From
what I've observed, quote.com's intraday futures data appears to be tightly
filtered with bad ticks marked in yellow, however I'm not so confident of
the quality of their EOD futures data - haven't checked it closely but I
found several instances in the DMark where the daily prices bore little
resemblance to the range of their all-sessions intraday prices.
Earl
-----Original Message-----
From: BOTTrader@xxxxxxx <BOTTrader@xxxxxxx>
To: eadamy@xxxxxxxxxx <eadamy@xxxxxxxxxx>; realtraders@xxxxxxxxxxxxxx
<realtraders@xxxxxxxxxxxxxx>
Date: Wednesday, March 31, 1999 6:35 AM
Subject: FOREX: Combined day & globex data sources
>We lost our BMI feed at one location and had to install Signal..... Signal
>DOES NOT have a symbol that combines BOTH day & globex data into one price
>series. Signal has one symbol for day session and one symbol for globex,
but
>not a combined symbol. Has anyone been able to "combine" these price
series
>so that you have a continuous series to run indicators on, using Signal ??
>Also, what other datafeeds are you using to give you a combined day &
evening
>price series ?
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