Does your equity data include official End-of-Day (EOD) O,H,L,C, and V information?

on February 24th, 2020

No. Using TickWrite, clients can build ‘Daily’ bars showing O,H,L,C, and V for an entire trading day, but this data is inherently different from official EOD data. Our Daily bars are built from our intraday data using the first tick of the session as our ‘Open’, the last tick as our ‘Close’, the max and min prices as our ‘High’ and ‘Low’, respectively, and the ‘Volume’ is a total of all trading volume for the day. The Daily bars rarely match up with the official EOD data, because EOD data may include off-exchange transactions in its total volume and the official Opens and Closes are determined in a number of different ways. Official EOD data is offered by many vendors (including our parent company, OneMarketData, LLC), who all source it from exchanges or EOD data wholesalers. Please let us know if you would like a price quote for official EOD data from our parent company.

Category : Equities

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