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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Opening gap for nasdaq / dow
Author Topic: Opening gap for nasdaq / dow (3 messages, Page 1 of 1)

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
Posted: Mar 1, 2012 09:28 AM          Msg. 1 of 3
Why does the Dow (top) and the S&P not show a gap, while the nasdaq does (bottom)?

http://screencast.com/t/IC2knhIu

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011
Posted: Mar 1, 2012 11:54 AM          Msg. 2 of 3
Hi Josh,

Good question. The difference lies in the fact that the exchanges for INDU.X
and SPX.XO sent the first tick out at 9:00.00 am eastern and they both sent a
(relatively) lower price.

The first tick for COMPX.X was sent by the CBOE exchange at 15 seconds after 9:00 am
eastern and so it did not show the lower prices that you see in the other two.

And, of course, we sent out the data as it came from the exchanges.

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
Posted: Mar 1, 2012 12:49 PM          Msg. 3 of 3
Thanks Todd!
 

 

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