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Date/Time: Tue, 21 May 2024 19:49:46 +0000

Post From: Accurate NYSE TICK Data

[2015-07-28 13:27:43] Link To Thread - Link To Post [Go To First Post]
User228426 - Posts: 14
Thanks for the info in post 20. Stocks actually trade somewhere, 24 hours a day. The SC Calculations and Algorithms section referred to above states that, "For the first trade of the day for an issue, the price is compared against the prior close for that issue." I can't speak for others but I think it would be more useful to use the Open Price from the RTH session for the first trade when calculating the TICK-NYSE rather than resetting the start time to 09:30:00. ie: "For the first trade of the day for an issue, the official NYSE U.S. open price from the RTH (Regular Trading Hours 09:30:00 to 15:59:59) session is compared against the prior RTH close for that issue." Thanks!