Discussion in 'Data Sets and Feeds' started by ladidalimey, Oct 22, 2008.

  1. Hi,

    With a lot of pit traded futures sessions becoming near redundant (look at the volume on BP & AD etc), the daily pit data supplied by most of the providers does not reflect what is going on, and the electronic daily data supplied often contains near 24hr trading of which much is very low volume and not representative.

    My question is this: Is there a data provider who provides electronic price information for the day session i.e. the pit session, where all the volume takes place?