continuous intraday data

Discussion in 'Data Sets and Feeds' started by FRuiTY PeBBLe, Apr 15, 2003.

  1. For eminis, does "continuous intraday data" mean:

    A) 9:30 to 16:15 only

    B) 24 hour data

    C) something else


    F. P.
  2. andy4


    For TS it means you can test @NQ.D from 9.30 to 4.15 or @NQ for 24hr data. All the contracts have been merged, if that makes sense ?

    Change it to ES for S&P emini.

    I guess continuos contracts no breaks would make more sense.