On CL, I am comparing daily OHLC values between CQG and Ninjatrader with a Continuum connection. Going back the differences become significant, for instance 31st July on CQG, High is 50.60 and Low is 49.48, on NT the High is 51.04 and the Low is 49.81.
This view is for the Nov. contract for both platforms (the codes are CLEX7 for CQG and CL 11-17 for NT)
There appear to be no differences between the present day and the first rollover day (18th Sept), then the differences start to appear.
It looks like the more one deviates from present day and the more significant the differences.
Given Continuum's underlying data is CQG I expected no differences in data.
I went to CQG support and they confirmed the CQG values as correct, suggesting I get in touch with you.
Can you help me understand the issue please?
Thank you
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