Which Indices report true "Open" data?

[bhatia_ash]

Hi,

I am backtesting a system which requires a true "open" - Now I know for a fact that S&P 500 spot does not report true opens on EOD data and neither does Dow Jones Industrials.. Both of these simply use previous close as the next day's open in most cases..Does anyone know which indices (if at all any) report a true "open" ??

 

[Rhody Trader]

Check out the NASDAQ

 

[Mornington Crescent]

many stocks dont even open for trading 'at the bell'

wsj does report amended open which takes them into account

ft used to but you need to check

 

[bhatia_ash]

Thanks...

Had a look at Nasdaq and it seems to be ok I think.. at least much better than others..

Couldnt find any modified records for S&P / DJI .. but thanks all the same for replying.

As rightly pointed out not all equities trade on the opening bell...making it a difficult task to report a true open for indices.. I guess I will have to stick continuous futures data

 

[tomorton]

Beware of Open values - I know there are at least three versions for the FTSE100. In addition, the tick charts from SB companies (or rather their data suppliers) each provide additional, different versions.