Continuous charts

[AndyM]

I'm experiencing an anomaly which I cant work out. I have continuous charts set up for the ES #.# Monthly Weekly Daily 240 min and 120 min

In the Monthly Weekly Daily for the 19th May 2015 the high for that period is 2126.25

Yet in the 240 and 120 min the high is 2134. Can anyone enlighten me in what I'm doing wrong?

Same goes for the lows.

I forgot to mention that I'm also using tick charts for the current contract ES 09-15 54k, 27k, 9k, 3k, and they are also showing the high for that day to be 2126.25 same goes for the lows

[NinjaTrader_PatrickH]

Hello AndyM,

Thank you for your post.

Try changing the Session Template to the RTH session for the minute charts. I suspect this will match the Daily based charts.

[AndyM]

Minute charts are accurate they show all time high of 2134
Monthly weekly daily and tick charts are not accurate. No matter what session template I use
I show a high of 2126.25 OR 2130.25 depending on what session template I use. There is something obviously wrong but I don't know how to correct it. I have reloaded the charts separately using Continuum and then Kinetick real time. Same result.

[NinjaTrader_ChristopherS]

Hello*AndyM,

The time frame set for daily bars is set by the data provider. *Changing the session template will not impact the data used for daily bars.

I see a high of 2134 for May 19th ES ##-## with intra day data from Continuum and Kinetick and daily data from Kinetick.

The high for the daily bars from Continuum is 2130.25

[AndyM]

Thank you, but shouldn't the high of the daily bars match the high of the intraday of that day, so both showing 2134? My other charting package shows 2134 for that day on daily bars.

[NinjaTrader_ChristopherS]

Hello*AndyM,

Only if both time frames are displaying the time when the high occurred.*

[AndyM]

sorry for harping on this. I just don't understand why when I have a daily chart of the continuous contract of the ES up the all time high of 2134 is not showing. Can you refer me to help files or documents where I can understand this better? I do all my trading with NT7 and continuum and I love it, but I have to understand this properly, please excuse my ignorance.

[NinjaTrader_ChristopherS]

Hello AndyM,

If the time frame that is being used for the daily bars does not contain the time that the high occurred, the high will not be part of the daily bar.

The time frame used for daily bars is set by the data provider.

To be able to select the time frame used for daily bars you can build the bar from intra day data using 1440 minute bars.