2017/11/30 .SPX Open value different in Fidelity Streaming data vs EOD
Author: haytac
Creation Date: 12/1/2017 9:17 AM
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Yesterday (Thursday, Nov 30, 2017) the stream run versus after hours run (1 min strategy)
9:31 am ET
Open (and Low): 2626.07 versus 2633.93 (H, C were the same in both cases = 2636.35)
Source for bars: Fidelity
7.86 points is quite a difference.
Do you know if Open values at open are typically adjusted by quite a bit?
My strategy records these values but this is the first time I had to look at it as it affected outcomes.
Is there a market practice, norm reason for this difference?
For example how Open at open is determined? Maybe not all data is in at open if too busy?