Couple of questions: 1) is there a website that has historical overnight equity data for the US markets? 2) I'm interested in studying the effects of extreme high/low overnight moves on subsequent daily moves for any given stock. The most obvious would be whether an extreme down move o/n leads to a tradable short position off the open on the following day- and vice versa (extreme upmove o/n leads to a tradable long position on the following day. Can anyone point to data/studies/books that describes this research. I'd be happy to submit any of my research for the perusal of the ET members. thanks. Dave