Recent content by Paulies

Dear Richard, Thank you very much for your reply. As I'm looking through Time & sales data through IBKR, I am able to determine the primary opening price from the primary exchange (which also the only thing I'm interested in), set by auction. This price sometimes differs from the taped...

Dear Elitetraders I'm currently looking for historical auction prices, also referred to by "Market center opening trade" The data is available through IBKR TWS, however it only dates a year back when looking up manually. Other providers I can find online only seem to have the "official...