Daily Closing Price

[abctrader]

The daily closing price on the ES December 2021 contract in NinjaTrader on Friday, September 10th derived with the indicator PriorDayOHLC gives a value of 4452.
However, when checking with the value on TradingView or the CMEGroup it shows up as 4449.25.

I believe this is the difference between Session closing level and the settlement price (please correct me if I'm wrong).

Nevertheless I'm using the PriorDayOHLC to determine today's pivots and I'm getting wrong values with the value of 4452. How I (programmatically) get the correct value (like the one TradingView displays when displaying the ES December contract on their platform?

Thank you

[NinjaTrader_Zachary]

Hello abctrader,

Thank you for your inquiry.

So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)
• Who are you connected to for data? This is displayed in green on the lower-left corner of the Control Center window.

I look forward to your reply.

[abctrader]

Latest version of NT. I'm using IBKR as data provider

[NinjaTrader_Zachary]

Hello abctrader,

Thank you for your reply.

Unlike some other data providers, Interactive Broker's daily data is not settlement adjusted. Since that is the way that the data is transmitted into NinjaTrader from Interactive Brokers, we would have no control over that and there is not a way to force the settlement adjustment. However, it is possible to manually adjust these values from within the Historical Data window. You may read more about manually editing historical data from the link below;

https://ninjatrader.com/support/help...HistoricalData

We do also include the Kinetick -- End of Day connection completely free of charge. With this connection, you would be able to create settlement adjusted Daily charts. With that said, if you begin to utilize the Kinetick -- End of Day connection, it's important to understand the way that NinjaTrader handles multiple connections. More information about utilizing multiple connections may be found at the link below;

Multiple Connections

[abctrader]

Closes[1][0] doing the trick - thx