Can you post a few of those .SPX trades? Thnx.
Also, I don't use Fidel. Here is some Esig data. Are we using the same data(date, time, open, high, low, close, vol)?
9/18/2008 6:30 1157.08 1179.06 1157.08 1173.16 59
9/18/2008 6:45 1172.47 1180.82 1168.21 1179.67 60
9/18/2008 7:00...