Total newb question on index futures data feed

Discussion in 'Data Sets and Feeds' started by Koros, Jan 3, 2010.

  1. Koros


    when I traded stocks, data used to plot charts was "the same" for all people: it was data from exchange, not from broker or a bank.

    With forex each broker, bank, data package can send different data, because date isn't centralized.

    What about index futures data feed ? Is it the same for everyone ? For example, if I get my data from my broker or from esignal, can it be different ? Or is it centralized, sent from exchange as stocks ?
    Are open / close values the same for everyone ?

  2. lynx


    Yes, they ultimately all come from the same place, the exchange, at least all the major index futures do (CME, CBOT, etc.)

    I think that open/close values can be slightly different due to filtering or the exact time your quote provider cuts off the end of the day.

    I've seen tradestation have daily opens/closes that are different from the price reported by the exchange.