Dear Madam, Sir,
By a relatively high margin, the historial Yahoo Quote opening price
(CSI data)is often not identical to where the intraday chart (Reuters
quote ??) started.
What I read for SPOT on Monday, October 13 (and what I obtained from
InteractiveBrokers tick data) ist close to 15.73, the historical
opening value reads 15.87.
I would be very interested to know if there is any regularity
(sometimes a value of 15min after the opening bell comes close, but
then not).
Therefore I would like to ask if any weighting or filtering of
volume/bid/ask/last values is used for the determination of the
historical opening value.
I direct inquiry at CSIdata yielded simply "the opening price is the
first trade".
Your answer should provide a deeper order, if any.
Thanks,
Bardo |