FTSE 100 data for "real" open

Dear FTSE 100 warriors,

I have been looking everywhere on these forums and the net for data showing the "real" FTSE 100 open for the day. All I can seem to find is the likes of Yahoo's free data, all that shows is the previous days close as the open, which although might be techinically correct, isn't what actually happens at the open.

Maybe what I need is the FTSE value at 08:00.01 instead...

Any help greatly appreciated.

ADVFN make free streaming FTSE100 charts available but they are delayed 15 or 20 minutes. Even then, Open price value for FTSE100 will vary annoyingly between data providers. I can't find this data on the FTSE's own website (at least not for free) so to some extent you have to make an educated guess which open value is the real one. Its annoying.

Well it's good to know I'm not alone! I've been working on a strategy that relies on knowing the "real" open figure in order to generate a buy/sell and at the moment all I have to go on is the previous close. I've now adjusted my strategy to take the CNBC open that they give on Sky to generate the signal, but this doesn't feel reliable.

Maybe this data isn't available, but finger crossed someone knows where to get it.

The metatrader feed from whc finance has the right prices.

ODL MARKETS have a live feed in their demo for free.
If you want to day trade successfully then place ema's, an oscillator and draw trendlines on the chart. Importantly have an exit strategy that is based on your entry.
TEAMTRADER

adrenotek said:

Dear FTSE 100 warriors,

I have been looking everywhere on these forums and the net for data showing the "real" FTSE 100 open for the day. All I can seem to find is the likes of Yahoo's free data, all that shows is the previous days close as the open, which although might be techinically correct, isn't what actually happens at the open.

Maybe what I need is the FTSE value at 08:00.01 instead...

Any help greatly appreciated.

Click to expand...

adrenotek said:

Dear FTSE 100 warriors,

I have been looking everywhere on these forums and the net for data showing the "real" FTSE 100 open for the day. All I can seem to find is the likes of Yahoo's free data, all that shows is the previous days close as the open, which although might be techinically correct, isn't what actually happens at the open.

Maybe what I need is the FTSE value at 08:00.01 instead...

Any help greatly appreciated.

Click to expand...

If you are looking for real time data to trade intraday you'll have to take a subscription - ADVFN or moneyAM will do, I guess.
If it is EOD then I would suggest DigitalLook.com, it's where I get it from.
Hope this helps.

Eduardo.

Not Sure why you want to know the open price you could open a CMC account and look at the ftse futures contract which will show you the opening price? Just a 1 questioin Why would you want to trade the open if you dont have real time charts? It quite dangerous if you dont spend some money getting real time data! You should look at having either a free demo account and tak into account how the company work out their spreads etc or

this a pretty good link for FTSE Dow etc and not delayed by 15mins

Live chart FTSE 100

hope this is of help

does anyone have access to historical prices with the actual open?

One finacial have an MT4 platform with FTSE prices - and stocks etc.
TEAMTRADER

timgroom said:

does anyone have access to historical prices with the actual open?

Click to expand...

The Financial Times keeps FTSE-100 data that states the open as 08:03. Daily highs and lows also ignore 08:00 to 08:02:59, to give the market a chance to actually open with all its 100 constituents at "real" prices. This gives opening gaps, of course.

Annoyingly, Sharescope Gold changed their Open data for FTSE100 on 22/02 so that Opens are now within a point or two of the previous Close. This almost eliminates gaps on the FTSE so that any strategy or chart recognition based on opening gaps is now obsolete on our main index via their platform.

where does the FT show this data? all i can see is this -

http://markets.ft.com/ft/resources/server/tearsheets/priceHistoryPopup.asp?s=FTSE:FSI

which shows the opening price equal to the previous days close price

this looks like its got the correct data - http://www.forexpros.com/indices/uk-100-historical-data

altho going back, it seems like prior to july 2010 they used the same method as all the other providers (opening price = previous days clsoing)

The FT publish hourly data - it's on their website. They publish a FTSE 100 level at 8.03 which can be a good proxy for the open

do they do it historically tho? thats what i need

timgroom said:

where does the FT show this data? all i can see is this -

http://markets.ft.com/ft/resources/server/tearsheets/priceHistoryPopup.asp?s=FTSE:FSI

which shows the opening price equal to the previous days close price

Click to expand...

The 08:03 figure is published each day in their archives at http://markets.ft.com/research/Markets/Data-Archive?report=HR&cat=EQ

Select Equities - FTSE hourly indices - the date - and hit download.

It's only day by day though, which will be a pain if you want a lot of back data, but it is there.

How far back did you want to go anyway?

thanks - i was just wanting to backtest something so i was hoping for as much data as i could get.... that might be a bit time consuming!

captainpacific said:

The 08:03 figure is published each day in their archives at http://markets.ft.com/research/Markets/Data-Archive?report=HR&cat=EQ

Select Equities - FTSE hourly indices - the date - and hit download.

It's only day by day though, which will be a pain if you want a lot of back data, but it is there.

How far back did you want to go anyway?

Click to expand...

You could try using the ftse100 futures, they will have a correct open always

07/22/11 5897.00 5931.00 5865.50 5901.00 +15.00 84,661
07/21/11 5817.00 5900.00 5758.00 5886.00 +76.00 137,277
07/20/11 5773.00 5820.00 5767.00 5810.00 +42.50 109,658
07/19/11 5736.00 5778.00 5724.50 5767.50 +39.50 102,561
07/18/11 5800.00 5800.00 5697.00 5728.00 -79.00 101,623
07/15/11 5791.00 5826.00 5767.50 5807.00 +24.00 103,287
07/14/11 5799.00 5859.00 5767.00 5783.00 -39.50 111,193
07/13/11 5833.00 5875.00 5812.50 5822.50 +14.00 105,935
07/12/11 5854.00 5880.00 5754.00 5808.50 -65.50 173,460
07/11/11 5960.50 5976.50 5862.00 5874.00 -103.00 125,477
07/08/11 6032.00 6048.50 5944.00 5977.00 -59.00 123,435
07/07/11 5990.00 6049.00 5969.50 6036.00 +58.00 83,264
07/06/11 6008.00 6008.00 5936.50 5978.00 -6.00 96,740
07/05/11 5982.50 6002.50 5972.50 5984.00 -3.00 80,443
07/04/11 5965.00 5994.00 5946.50 5987.00 +12.00 47,657
07/01/11 5908.00 5983.00 5900.00 5975.00 +53.50 100,272
06/30/11 5844.00 5925.00 5834.00 5921.50 +96.50 122,821
06/29/11 5756.50 5843.00 5756.50 5825.00 +63.00 108,211
06/28/11 5707.00 5765.50 5693.50 5762.00 +56.00 100,712
06/27/11 5652.00 5720.00 5628.00 5706.00 +51.50 80,801
06/24/11 5710.00 5735.00 5640.00 5654.50 -33.00 109,621
06/23/11 5703.50 5713.50 5625.50 5687.50 -38.00 117,412
06/22/11 5734.50 5753.00 5704.50 5725.50 -23.00 87,878

thats an example
please bear in mind the ftse10 fut close at 9pm UK time

Bump. Did anyone manage to get the historical "real open" figures for the FTSE?

I'm happy to pay for this it's for back testing purposes.