Hi All,
Does any of you know how reliable are futures data (Open, Close, High, Low) from Bloomberg? If I am designing a strategy based on these variables (open, high, low, close), do you think I need to buy data from vendors separately? (Assume I execute on the open and close most of the time).
I am looking at these index futures.
HI1 - Hang Seng Index
HC1 - HSCEI
NK1 - Nikkei 225 OSE
XP1 - ASX200
QZ1 - MSCI Singapore
Does any of you know how reliable are futures data (Open, Close, High, Low) from Bloomberg? If I am designing a strategy based on these variables (open, high, low, close), do you think I need to buy data from vendors separately? (Assume I execute on the open and close most of the time).
I am looking at these index futures.
HI1 - Hang Seng Index
HC1 - HSCEI
NK1 - Nikkei 225 OSE
XP1 - ASX200
QZ1 - MSCI Singapore