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thanks everyone for their comments

Is there any reason why using the combined data (pit + globex) is better/worse than using just globex? (for backtesting purposes) does the pit data corrupt or add information?

Hi, I was wondering if anyone could comment on which type of tick data feed is the best to use for back-testing algorithmic DMA trading strategies? Take for example, Nymex Crude Oil which trades in the pit sessions for certain hours of the day but also on Globex almost 24/7. The vast...