@bone, yes that's the issue. I'd really like to see intraday highs and lows for the spread in question, and it's not necessarily the case that High(NX) = High(N) - High(X).
@Trader13, sent you a pm. much thanks.
Thanks for the response. I'd specifically like to be able to get the daily high and low of the spread. I can only get the open and closing prices of the spread by using that method unless quandl has higher resolution data that I'm not aware of. In that case I could approximate the high and low...
Hello,
I was hoping someone knew where I could obtain daily OHLC data for commodity spread contracts (ZS specifically, N/X specifically). I only need a limited sample ~2 - 3 months. I would be willing to pay a small fee but this is for a school project so the budget is not that large.
Thank you