reuters intraday prices

Discussion in 'Automated Trading' started by econometrics, Aug 24, 2009.

  1. i just downloaded some 30-min prices from reuters. Can someone pls let me know what are these prices? the price at 19:00 is recorded at 7pm? i mean what time are these prices recorded at really? they seem to me 4 hours early. The 14:00 prices mean 10o'clock...

    Date (GMT) Last
    24/03/2009 19:00:00 70.02
    24/03/2009 19:30:00 69.8
    24/03/2009 20:00:00 69.2
    24/03/2009 20:30:00 69.38
    25/03/2009 14:00:00 70.08
    25/03/2009 14:30:00 70.37
    25/03/2009 15:00:00 70.83
    25/03/2009 15:30:00 70.68
    25/03/2009 16:00:00 71.04
    25/03/2009 16:30:00 70.75
    25/03/2009 17:00:00 70.6
    25/03/2009 17:30:00 70.3
    25/03/2009 18:00:00 70.191
    25/03/2009 18:30:00 69.55
    25/03/2009 19:00:00 69.24
    25/03/2009 19:30:00 68.85
    25/03/2009 20:00:00 69.72
    25/03/2009 20:30:00 70.16
    26/03/2009 14:00:00 70.46
    26/03/2009 14:30:00 70.24
    26/03/2009 15:00:00 70.04
    26/03/2009 15:30:00 70.45
    26/03/2009 16:00:00 70.23
    26/03/2009 16:30:00 70.65
    26/03/2009 17:00:00 70.268
    26/03/2009 17:30:00 71.19
    26/03/2009 18:00:00 71.17
    26/03/2009 18:30:00 71.28
    26/03/2009 19:00:00 70.727
    26/03/2009 19:30:00 70.7
    26/03/2009 20:00:00 70.97
    26/03/2009 20:30:00 71.23
    27/03/2009 14:00:00 70.16
    27/03/2009 14:30:00 69.325
    27/03/2009 15:00:00 70
    27/03/2009 15:30:00 70.06
    27/03/2009 16:00:00 70.53
    27/03/2009 16:30:00 70.26
    27/03/2009 17:00:00 70.32
    27/03/2009 17:30:00 70
     
  2. I think the difference in time has something to do with Britain going decimal?!?