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Date/Time: Tue, 23 Apr 2024 21:21:08 +0000

Post From: Python for Sierra Chart

[2022-06-09 04:26:26] Link To Thread - Link To Post [Go To First Post]
onnb - Posts: 660
Regarding the Last price - the Last price on the daily is most likely the ES settlement price for that day. The last price in the intraday files will be the last traded price. These two are not going to be the same. If you look on the cme website for the settlement price for that day, you should see that it matches the daily OHLC last price. The link below shows the last and the settlement https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.settlements.html You can see that todays settlement is 4114.00 (same in SC daily as the cme website) That said, I would expect the Open/High/Low of the daily to match the Open/High/Low of the intraday.