Historical data with actual composite session close prices

Discussion in 'Data Sets and Feeds' started by SideShowBob, Dec 16, 2008.

  1. I'm looking for a data provider with historical data where the close price for the composite series is the actual close price of the composite session. Both Pinnacle Data and Norgate (premiumdata.net) use the pit close as the composite close, so you have all sorts of weird gaps that don't really exist.
    Apparently this is how their customers like it ... with weird gaps.

    Can anyone recommend a provider that uses the actual close prices instead of artificial ones?
  2. Can you explain the difference between the 2 prices?

    How are they different and why?

    I'm just looking to be educated. Thanks.