Hi, In a project I'm working on I need to use the open and close prices but I don't have them. I only have the intraday data. What is the time in which the open price is determend and the closing price for the following indices: US: MINI S&P, MINI DOW, MINI NASDAQ, MINI RUSSEL2000? Europe: DAX, EDJSTX, BUND, CAC, FTSE? Thanx a lot.
go to www.interactivebrokers.com >> individuals >> Trading >> productlistings, you'll be able to find the times for each exchange you want
There is no info there about the exact time which determend the opening price and the closing price. I also couldnt find this info in the exchange sites. Any one?
I BELIEVE for the ES, YM, NQ, ER the closing price is off of the 1:15 pst close. If not follow the big contracts. Find the times of open and close for the PIT TRADED FULL SIZE CONTRACTS. You should be able to ride off of those prices.. . I think