*Day session* daily data source?

Discussion in 'Data Sets and Feeds' started by SideShowBob, Oct 17, 2008.

  1. Does anyone know of a data vendor which will provide daily data for "day" sessions?

    I'm defining day sessions as sessions when side-by-side trading occurs (such as currencies 8:20 - 3 PM eastern us time, 9-230 for energies, etc) but the data is the composite of both the pits and the electronic sessions during that time?

    In the case of NYBOT softs this would mean only electronic during the old pit hours.

    Thanks in advance.....SSB