Recent content by Engy

Thanks! Yes, I checked... got it now.

Does anyone know exactly how far back in history (months, or years) Zen or Ninja Trader's intra-day data goes for Crude Oil/Natural Gas futures?

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Can you specify what was the data source (provider) for this?

Is it a fair guess that the BBG data for front month ftr reflects both? Since from CME website, "If the CME Globex and open outcry sessions overlap for a given product, the trading day includes both the CME Globex session and the trading floor open outcry session."

Hello: What is the difference between GLOBEX and NYMEX/COMEX? I am interested in the energy futures products. But in CME's pages, it points to data from GLOBEX and some from NYMEX/COMEX.... Is there any difference, and if so, what are they? Thanks so much!

Hello: Does anyone know if Bloomberg's NYMEX Crude Oil Front Month futures series , BBG's ticker 'CL1', is CME GLOBEX or the Pit (floor traded) data? Sorry for the newbie question.

Right...so which one do you use if you don't use both?

Thx for all ur responses. Two things 1. The central issue is how clean the intra-day data is BBG vs. Reuters. If Reuter's tick by tick data is not adding up to what is published on the Exchange for the settlmt price and final volume traded, that's the issue. Getting 30Day of clean data...

Sounds good...but The major issue is that the intra-day or tick by tick data is reliable. We want to see that the volume traded all the way up to the market close adds up to the total volume traded published. Same thing for the price intra-day.

Hello: I am looking at Bloomberg's futures intra-day data for NYMEX WTI (ticker NG1). Has anyone looked at the historical 'Trade' volume tick by tick? For example. 10/30/2009, the total # of shares traded by close of market, Bloomberg says 412,394. But when we go to Bloomberg's...