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incorrect daily candles

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    incorrect daily candles

    Have all three data series on this chart set to CME US index Futures RTH. The Daily chart shows a high of 4722.50 which did not occur during RTH but did occur during ETH?
    I checked the template for RTH and the hours are correct, I have not changed it.

    Is this a known behavior?
    Attached Files

    #2
    Hello abdunbar1 ,

    Thank you very much for your post.

    This would indeed be expected. Daily bars are provided directly by your provider and do not respect trading hour templates.

    To receive a daily chart that respects your trading hour template, please chart a 1440-Minute chart instead. As there are 1440 minutes in a day, the chart would then use minute data to build the daily bars.

    Please don't hesitate to let us know if you have any further questions in this regard!
    Manfred F.NinjaTrader Customer Service

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      #3
      thanks, Manfred

      Comment

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