EOD Data with true electronic close

Discussion in 'Data Sets and Feeds' started by CPTrader, Oct 29, 2008.

  1. Where can I get EOD data with true electronic close prices for FX, interest rate, metals & energy markets.

    The FX and Interest Rate markets trade to 5pm EST; however,CSI and all the data vendors I am aware of use the settlement price set by the exchange which is the 3pm closing/settlement proce. Ideally the true settlement should be the last traded price at 5pm.

    similar problems exist with GC, SI, CL, NG, etc.

    There has to be a data vendor out there that can reliably provide this data or some other way to get this data apart from manually getting the data from charts each day.

    Any ideas,thoughts?

  2. ronblack


    Yes, get tick data and create the files you want according to your own specs.

  3. Thanks but this is too difficult, time-consuming, expensive and error-prone.