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Alex, Thanks for your help. I
inquired to Brown & Co. and they said the 4/11 opening price for QQQ they
got, 42.20, was from the AMEX and the 42.16 price was from composite
trades. Who do I believe? How can I check the AMEX opening price -
it's not on their web site?
Jerry Rehert <<A
href="mailto:grehert@xxxxxxxxx >">grehert@xxxxxxxxx >
---- Original Message -----
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=AJacobson@xxxxxxxxxxxxxx
href="mailto:AJacobson@xxxxxxxxxxxxxx";>Jacobson, Alex
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:'realtraders@xxxxxxxxxxxxxxx'">'realtraders@xxxxxxxxxxxxxxx'
Sent: Thursday, April 12, 2001 10:56
AM
Subject: RE: [RT] Data question
Brown probably did the QQQ trade on the CHX .. not the
AMEX. Payment fororderflow drives that decision. Ask them
where they did the trade.-----Original Message-----From: BobR
[mailto:bobrabcd@xxxxxxxxxxxxx]Sent: Thursday, April 12, 2001 10:38
AMTo: <A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxxSubject:
Re: [RT] Data questionFor 4-11-01 DTN satellite has the first tick
as 42.11 at 9:30:06. Usingdaily 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 AMSubject: [RT] Data questionI have a question about my
data integrity. I have a system that buys andsells QQQ on the
opening. It's based on price and volume of QQQ and DIA. Iget
my EOD data from Worden brothers and run the system in SuperCharts.I
assumed the open price on QQQ from Worden Brothers was real.
Yesterday4-11-01 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 theopening was 42.20. Worden brothers can't
explain the difference. The AMEXwebsite 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 ? Theprice difference wasn't significant but I
question the integriry of mysystem based on backdata obtained from Worden
Brothers.Any comments or
suggestions?
Thanks in
advance.<<grehert@xxxxxxxxx>>To
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