Specific example:
Market data feed provider: Kinetick
Instrument = ES 12-15
Prior day's date = 2015-12-09
Current date = 2015-12-10
Closing price of daily bar (for 2015-12-09) according to the CME: 2042.00 [Link: http://www.cmegroup.com/trading/equi...-sandp500.html ]
Closing price of daily bar (for 2015-12-09) according to the DataBox: 2042.00 [Note agreement with CME]
Prior day closing price according to the PriorDayOHLC indicator (on 3 min bars for a chart showing prices on 2015-12-10): 2045.25
Prior day closing price according to Closes[1][1], when accessing the closing prince of the prior day's bar from an indicator which has added daily bars as its second input data series: 2045.25. This value really, really should match the value reported by the Data Box.
I suspect that this is why the pivot prices computed by the Pivots indicator using "CalcUsingDailyBars" mode are incorrect.
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