Disparity between 5 min and daily candlestick charts from E-mini

[trader_rick]

Hi,

I'm trading the E-mini off a 5' candlestick chart. I also have a daily chart open. Both charts have the session set to CME US Index Futures RTH. I am trading London time.

The candlesticks on both charts do not match.

e.g. yesterday, 1st July
5' - I can see the market opened at 1608.25, session high at 1620.50, session low at 1606.00, close at 1607.50
daily - open at 1600.50, high at 1620.50, low at 1593.25, close at 1606.50

Surely this implies the daily bar is including data from outside the specified session?

Please could you account for this. Thanks

[NinjaTrader_Brandon]

Hello trader_rick,

Thanks for your post.

So I may assist you further, who are you connected to? This is displayed in green at the bottom left of the Control Center.

[trader_rick]

Hi Brandon,

Using Kinetick

[NinjaTrader_Brandon]

Hello trader_rick,

Thanks for your reply.

With Kinetick daily bars are recorded in ETH (Electronic Trading Hours) rather than RTH (Regular Trading Hours).
Since they are recorded in ETH they can only be provided in ETH.
To be able to view daily bars with Kinetick in RTH you would have to complete the following with a Kinetick subscription (the Kinetick End OF Day Free can not create minute charts)
Open a 1440 minute based chart (1440 minutes in a day) and use an RTH Session Template.
There are 1440 minutes in a day.

[trader_rick]

Thanks Brandon. When I set up a 1440 minute chart that does the trick.

[NinjaTrader_Brandon]

Hello trader_rick,

I'm glad to hear that worked for you.

[enagyzer]

How do u make this work on a CQG connection?

[NinjaTrader_PatrickG]

The steps are identical regardless of connection.

[enagyzer]

I'm sorry I misunderstood the thread.
My issue is the daily bars are plotted based on RTH. I want the bars to plot from 6pm EST to 5pm EST. I've tried to change the template but it still doesnt change the way the bars are plotted.

[NinjaTrader_PatrickG]

You will need to load the 1440 minute chart as instructed in the previous posts as you can not control the session of a daily chart.

Once you have loaded the minute chart you can adjust the session as you desire. If no session exists with your desired hours you can create your own. Here is a link to the help guide page on using the session manager:

http://ninjatrader.com/support/helpG...on_manager.htm

[enagyzer]

thanx for your help