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Daily chart H and L not correct

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    Daily chart H and L not correct

    attached png displays 60min ES chart on left, Daily ES on right.

    red dash line indicates where the 60min Low is - 1985.25
    the same red dash line on the Daily with a Low of - 1990.25

    the 60min High is 2019.50 the Daily High is 2007.00

    why doesn't the Daily chart display the same H-L as the 60min chart ?
    Attached Files

    #2
    Hello tradr,

    I am uncertain what is different with these charts.

    The red line on both charts appears to be just below 1985.00.

    If you open the properties for both lines, what is the y value for both lines?

    The last price is also 1995.25 on both.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      what don't you understand about the thread title ? ' Daily chart H and L not correct '
      what don't you understand about ' 60min Low is - 1985.25 ' ' Daily with a Low of - 1990.25 '
      what don't you understand about the question —
      ' why doesn't the Daily chart display the same H-L as the 60min chart ? '

      Comment


        #4
        Hello tradr,

        I do understand your question, I do not understand how this relates to the screenshot.

        I am not seeing that either chart has a line at 1990.25. Can you highlight this?

        (Edit) I did not understand your question. I apologize for that. Your question is not about the lines at all but instead the low price of the bars on the chart.
        Last edited by NinjaTrader_ChelseaB; 01-14-2015, 10:51 AM.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hello tradr,

          Also, ignoring the line itself, we may be seeing differences between ETH and RTH information.

          The RTH bars will run shorter hours and may account for a higher low.

          Who are you connected to so that I may look into this?


          (Edit) You can also try setting the minute chart to use the CME US Index Futures RTH session template. If your connection is providing daily data that is created with the RTH template then setting the minute chart to use this template will get the data to match.
          Last edited by NinjaTrader_ChelseaB; 01-14-2015, 10:55 AM.
          Chelsea B.NinjaTrader Customer Service

          Comment


            #6
            Hello Chelsea,
            I have the same problem. I would like to display whole session (ETH + RTH) on a daily chart. But it is not possible because it displays only RTH session (RTH high and low). Is there a way how to change it? My data-feed is CQG.
            Thank you.

            Comment


              #7
              Hello emuns,

              On the minute chart, select the CME US Futures RTH session template.

              Or use a 1440 minute chart instead of a daily chart.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                Originally posted by emuns View Post
                Hello Chelsea,
                I have the same problem. I would like to display whole session (ETH + RTH) on a daily chart. But it is not possible because it displays only RTH session (RTH high and low). Is there a way how to change it? My data-feed is CQG.
                Thank you.
                CQG supplies RTH data, therefore you cannot display the whole session on a daily chart. However, you can open a 1440 min chart with the session template <instrument settings>. The session template <instrument settings> typically pulls the correct session template for any instrument, such that you will see a full session price bar. The price bar will show the full session open, full session high, full session low and the last traded price of the trading day as selected.

                What you cannot do with CQG data is to display a full session price bar that comes with the settlement price or regular close. For that purpose you would need to connect to Kinetick EOD and open a daily chart.

                Comparing CQG and Kinetick, here is what you get for futures (OHLC):

                -> CQG daily chart: regular open, high, low & close

                -> Kinetick daily chart: full session open, high & low, settlement price

                -> both data feeds 1440 min chart / <instrument settings>: full session open, high & low, last traded price of full session

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