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Date/Time: Tue, 16 Apr 2024 13:11:00 +0000

Post From: Python for Sierra Chart

[2022-06-09 05:06:30] Link To Thread - Link To Post [Go To First Post]
User409050 - Posts: 22
Hi onnb, thank for your response, I'm not comparing SC daily data or intraday data with data on the CME website, I'm comparing daily data SC with intraday (tick data) of SC itself. so when I look at a daily bar, and if I have the data of all trades for the day, supposedly I can go back and forth between them without any discrepancies. But it's not the case and I dont know why, the closes might be different because the closing price for a day is last 30s VWAP. but the High and Low must match. Date Time Of Last Edit: 2022-06-09 05:08:17