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Intraday plot based on prior day daily range data

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    #16
    I agree with Harry. One of the items on my checklist was to check for a day where the high or low occurred outside of regular trading hours (RTH) and check how any intraday indicator and data supplier handled that.

    The ES trading for today actually provided an example.

    The high for day occurred outside of RTH around 8:40 PM Chicago time. Kinetic EOD data correctly shows 2097.75 as the high for the day.

    Originally posted by Harry View Post
    I am sorry if I disagree. The statement is not correct.
    Kinetick EOD provides daily data from the full session. Just the close is replaced with the settlement price. In detail:
    Kinetick daily open = full session open at 5:00 PM Central
    Kinetick daily high = full session high
    Kinetick daily low = full session low
    Kinetick daily close = settlement price (not the regular close)

    This is the data published on the CME website, as Kinetick EOD takes the official data.

    Other datafeeds such as Rithmic and CQG supply daily bars built from RTH data:

    CQG daily open = regular open
    CQG daily high = regular high
    CQG daily low = regular low
    CQG daily close = regular close (last traded price during regular session)

    This is one of the reasons that I prefer Kinetick, as I cannot access the settlement price with CQG data.

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