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Exchange Listed Spread Data

  #4 (permalink)

Kansas City, Kansas USA
Posts: 3 since May 2015
Thanks: 4 given, 0 received

I agree, I cannot ever recall finding an end of day price discrepancy either (that said we are only looking at Calendar Spreads- never at the inters)

It it the OHLC and V that really interests me. I am really surprised that the data is not more available considering the added data will provide to quantified strategies.


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