Historical Data Manager - what are definitions of OHLC for Day.Last bars?

[bltdavid]

See attached screenshots.

So the other day I was getting into session templates, and also the Historical Data Manager.

I was looking closely at the data in the Historical Data Manager, and I'd like to find information regarding how historical OHLC Day.Last data is defined.

Note that the screenshot shows CurrentDayOHL indicator on my chart for NQ, the Open is clearly the start of the session at 3pm PDT, and since I'm using session template <Use instrument settings>, the yellow line continues until the close of the session at 2:15pm PDT the next day.

The session Open, as indicated by this yellow line, is 4423.

But the Historical Data Manager (HDM) shows a different value, why?

Is HDM storing the Open of the RTH session? [It looks like it is]

I had assumed the HDM would be session-template agnostic, in that it just downloads and stores raw data ... and thus the "Open" would be a 24 hour session open, not an RTH session open.

Is there a way to make the HDM download OHLC data that contains the Open price for the full 24 hour session for Day.Last data?

What am I missing?

[NinjaTrader_PaulH]

Hello bltdavid,

Thanks for your post.

The issue is that in NT7 the daily bars provided by Continuum reflects the RTH and cannot be changed. In NT8 this will be ETH.

A common work around is to use a daily bar made up of 1440 minute bars.

Please let me know if I can be of further assistance.