Exchange Listed Spread Data | Reviews of Brokers and Data Feeds


futures.io - futures trading strategies, market news, trading charts and platforms


Reviews of Brokers and Data Feeds


Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds




 

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.

Cheers!
-Corvus

Reply With Quote