• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

chart discrepancy

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    chart discrepancy

    ZN 6/14
    Continuum

    Hello.

    I have a LOD for 3/24 of 123'025 on a tick chart occurring at the end of the OVN session. On a daily chart, CBOT Interest Rate ETH, minute data, the LOD for 3/24 is 123'045.

    Please advise.

    #2
    Hello,

    Thank you for your post.

    By LOD are you referring to the daily low?

    What does the OVN acronym designate? What hours does this session consist of?
    KyleNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Kyle View Post
      Hello,

      Thank you for your post.

      By LOD are you referring to the daily low?

      What does the OVN acronym designate? What hours does this session consist of?

      LOD = Low of day

      OVN = overnight session

      I use continuum, and you told me NT servers provide historical data for it, so a daily bar is from 00 00 01 - 23 59 59?

      Thanks.

      Comment


        #4
        Hello,

        Thank you for clarifying.

        Daily bars from Continuum consist of the regular trading hours session template and excludes some after hours trading.
        Last edited by NinjaTrader_Kyle; 04-07-2014, 07:54 PM.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Thanks for the prompt reply.

          The low of 3/24, 123'025, occurred right before the US open. Surely continuum would not omit that?

          Comment


            #6
            Hello,

            I'd made a mistake in my last post mentioning that the ETH template is used by daily bars. The RTH or regular trading hours session is actually used here and would exclude after hours data. If this low took place before the open of the session it would not be included in the daily bar.
            KyleNinjaTrader Customer Service

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by zoreanuv, Today, 01:14 AM
            0 responses
            2 views
            0 likes
            Last Post zoreanuv  
            Started by profitabletrader306, Today, 12:00 AM
            0 responses
            2 views
            0 likes
            Last Post profitabletrader306  
            Started by marcelodelta, Yesterday, 08:28 PM
            2 responses
            11 views
            0 likes
            Last Post marcelodelta  
            Started by junkone, Yesterday, 09:06 PM
            2 responses
            9 views
            0 likes
            Last Post guidoisot  
            Started by ferenc., Yesterday, 04:54 PM
            2 responses
            18 views
            0 likes
            Last Post ferenc.
            by ferenc.
             
            Working...
            X