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Date/Time: Thu, 25 Apr 2024 22:57:42 +0000



Post From: Wrong OHCL - Tick by Tick Data

[2020-01-16 14:47:24]
nthypes - Posts: 2
Guys, i'm little confused.

If I look the last traded price on tick by tick data on ES Futures at date 2020-01-14 16:59:59 (NY Time) the last trade I see was @ price 3287.75

So why the CME OHLC, specifically the close price of day 2020-01-13 show as 3288.00 ?

Thanks