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Date/Time: Wed, 26 Feb 2020 00:40:21 +0000



Wrong OHCL - Tick by Tick Data

[2020-01-16 14:47:24]
nthypes - Posts: 1 | Ending Date: 2020-02-13 [Expired]
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
[2020-01-16 17:16:12]
Sierra Chart Engineering - Posts: 81479 | Ending Date: 2020-06-09
What you are saying does not make sense because you are comparing the closing price for two different dates.

Also refer to:
https://www.sierrachart.com/index.php?page=doc/helpdetails43.html#DifferencesBetweenClosePricesOnHistoricalDailyChartsComparedToIntradayCharts
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-01-16 17:16:26

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