StockFetcher Forums · General Discussion · Does Stockfetcher use ECN or Consolidated Open price?<< >>Post Follow-up
tgoudie000
3 posts
msg #88525
Ignore tgoudie000
2/22/2010 12:46:44 PM

Anyone or support know if Stockfetcher's data uses ECN Open Or Consolidated Open for NYSE data and other exchanges?
I am interested from a backtesting perspective to evaluate the accuracy of Market on Open orders.

Thanks in advance,

tgoudie000
3 posts
msg #88540
Ignore tgoudie000
2/22/2010 7:14:15 PM

Dont know if stockfetcher wants to answer this to clarify but this is the response I got from their data provider:

Thanks you for reaching out to Barchart / DDF Plus. We are excited to hopefully work with your team. We get real-time feeds directly from the exchanges so I am sure we can supply either, but most clients of our clients are after the consolidated open. Which open are you after and what is your intended usage of this feed?

Regards,

Mitch Naumann

StockFetcher Forums · General Discussion · Does Stockfetcher use ECN or Consolidated Open price?<< >>Post Follow-up

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