Support Board
Date/Time: Fri, 20 Jun 2025 06:47:59 +0000
Post From: Weekly OHLC on Daily TimeFrame Does not match Weekly OHLC on 1-Minute TimeFrame
| [2022-06-13 12:29:23] |
| Sawtooth - Posts: 4229 |
|
The weekly close should be the same weekly close regardless of whether you are looking at the intraday one-minute or the historical daily
Sierra's "Historical' data (Daily, Weekly, etc.) is its own feed, and is stored in *.dly files.Sierra's intraday data is its own feed also, and is stored in *scid files. The settlement (close) price of 'Historical' data is a derived price, and usually does not match any price at the close. Therefore, you cannot compare closing prices between these two data feeds. https://www.investopedia.com/terms/s/settlementprice.asp https://www.cmegroup.com/trading/agricultural/files/settlement-price-fact-sheet.pdf |