I am looking at some of the index data and I have several issues:
- the times look very strange. For example on the FTSE 100, the 1-min bars run for 24 hours with the exception of a gap for the 21.00 - 22.59 period. HSI runs from about 09.00 - 01.00. (I use local times - London and Hong Kong for the File Export).
- I cannot match up the open/close or daily high and low with any of the official sources. Typically with one-minute bars the open for the time bar of the exchange's opening time will match the daily open (similar to the close). Also, there will be a 1-min bar during the day containing the official daily high and low.
This is the case with many of the other indices such as CAC40 etc.
Is the data for another index (or future) which approximates the official indices?
Historical Index Data Issues
Re: Historical Index Data Issues
Hi Johnkd,
Just a reminder that these are CfDs on the actual underlying index. Obviously any derivative is going to differ from the original depending on liquidity, etc. We are intending to add a few more indices from other data sources very soon. These might offer at least a wider selection to do testing with.
Regards.
Just a reminder that these are CfDs on the actual underlying index. Obviously any derivative is going to differ from the original depending on liquidity, etc. We are intending to add a few more indices from other data sources very soon. These might offer at least a wider selection to do testing with.
Regards.