Close price: 4PM vs. afterhours
Author: nimrodtzori
Creation Date: 10/17/2011 1:06 AM
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nimrodtzori

#1

10/17/2011 1:06 AM

Few of my strategies are buying and selling on the close.
When back testing I got some unexpected signals, and when looking dipper I found that the Close price is actually the after hours close price.
Is there a way of getting the 4PM close price and not the after hours one?

Thanks,

Mike
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Eugene

#2

10/17/2011 1:22 AM

As far as I know, aftermarket trading is included in Fidelity EOD data but is corrected the next day.
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