Can't get Proper E-Mini S&P500 Future close on Chart

[stockgoblin]

Hi,


I've been charting the daily values for the E-mini S&P 500 Futures Contract (ES) and I've noticed that Kinetick is giving a different value for the daily close than the CME uses. Kinetick is using the value established at 4:15pm EST and the CME GrOUP uses the value established at 5:10pm EST.


Kinetick Daily Close: 3/25/2015 - 2053.75

CME Daily Close: 3/25/2015 - 2056.25

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html

I've been trying to change the Session Templates but none of the CME ones give the close that the CME Group reports for their daily chart in the above link.

Anybody get it to work properly?

I even created my own session template with the correct times and Kinetick still reports different values for the daily close than the CME.

thanks for any assistance

[NinjaTrader_CodyB]

Hello,
Thank you for your post.

Each data provider will creport the close differently and is expected to vary between data providers. Kinetick calculates the close when the trading halt occurs at 4:15PM EST.

If we can be of any other assistance please let us know.

[stockgoblin]

To clarify, you're telling me that Kinetick has decided to report a different close value for one of the CME Group's products than the CME Group reports.

Could you possibly forward this to the data department for review as that is obviously a mistake. Kinetick's close values for the E-Mini S&P 500 Futures contract do not match the CME Group's reported close values and they run the exchange.

I hope you can see the discrepancy.

thanks for any assistance

[NinjaTrader_CodyB]

Hello,
I have forwarded this message to Kinetick support.

[sledge]

I see 2048.50 on your link to CME for 3/26.
ToS is reporting 2048.50 also. That was near 4:15pm est.

[sledge]

I changed the date to 3/25 and I see 2053.75.

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_settlements_futures.html#tradeDate=03/25/2015

Looks correct on my end if that's what Kinetick is reporting.

[NinjaTrader_ChristopherS]

Hello,

Kinetick shows a close of 2053.75 for the ES 06-15 on the 25th of March