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Date/Time: Fri, 04 Jul 2025 22:17:04 +0000



Post From: Bund daily and intraday chart lows do not align

[2021-02-18 10:54:35]
Isaac_ - Posts: 1
The daily historical and intraday charts do not align for the Bund Mar-21 contract (FGBLH21-EUREX). I am not sure if this happens in other markets. The daily historical says that the low from yesterday (17 Feb, 2021) is 174.38 and that the low from today (18 Feb) is also 174.38. The intraday charts say that the low on the 17th was 174.38 and show today's low is at 174.77. The Intraday chart correctly aligns with other sources like my ladders. The intraday prices above are true at the time of writing this at 10:42am in London. So there is a bug with the daily historical data. My data feed is Denali. You can also see in the attached images there are a few candles with different wick and body sizes between daily and intraday charts.

Thanks in advance for looking into this
imageDaily Intraday Chart.PNG / V - Attached On 2021-02-18 10:51:02 UTC - Size: 127.14 KB - 183 views
imageDaily Historical Chart.PNG / V - Attached On 2021-02-18 10:51:06 UTC - Size: 122.95 KB - 198 views
Attachment Deleted.