I'm looking for a data provider with historical data where the close price for the composite series is the actual close price of the composite session. Both Pinnacle Data and Norgate (premiumdata.net) use the pit close as the composite close, so you have all sorts of weird gaps that don't really exist.
Apparently this is how their customers like it ... with weird gaps.
Can anyone recommend a provider that uses the actual close prices instead of artificial ones?
Apparently this is how their customers like it ... with weird gaps.
Can anyone recommend a provider that uses the actual close prices instead of artificial ones?