IB´s SPX cash index

Discussion in 'Trading Software' started by Gueco, Jan 15, 2007.

  1. Gueco

    Gueco

    Why is it that the backfill of the SPX (for instance for the 1 min timeframe) has such a difference between the close value of the last bar and the open of the current bar?

    Which value is the most accurate?

    thanks