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Brown probably did the QQQ trade on the CHX .. not the AMEX. Payment for
orderflow drives that decision. Ask them where they did the trade.
-----Original Message-----
From: BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
Sent: Thursday, April 12, 2001 10:38 AM
To: realtraders@xxxxxxxxxxxxxxx
Subject: Re: [RT] Data question
For 4-11-01 DTN satellite has the first tick as 42.11 at 9:30:06. Using
daily data it has the open as 42.16.
----- Original Message -----
From: Jerry Rehert <mailto:grehert@xxxxxxxxx>
To: RealTradersDiscussionGroup <mailto:realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, April 12, 2001 7:19 AM
Subject: [RT] Data question
I have a question about my data integrity. I have a system that buys and
sells QQQ on the opening. It's based on price and volume of QQQ and DIA. I
get my EOD data from Worden brothers and run the system in SuperCharts.
I assumed the open price on QQQ from Worden Brothers was real. Yesterday
4-11-01 my purchase of QQQ through Brown & Co. was at 42.20 on the opening.
Worden brothers (and Yahoo's) opening was 42.16. Brown & Co. says the
opening was 42.20. Worden brothers can't explain the difference. The AMEX
website doesn't give the opening.
I figure the problem is composite opening price vs. AMEX opening price.
Can anyone tell me what the AMEX opening price of QQQ was 4-11-01 ? The
price difference wasn't significant but I question the integriry of my
system based on backdata obtained from Worden Brothers.
Any comments or suggestions? Thanks in advance.
<<grehert@xxxxxxxxx>>
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