30min chart overlayed with 1-day chart...not correct

[sbgtrading]

I'm attaching a screenshot of recent ES data. I'm displaying the 30-minute bar and the 1-day bar on the same panel. Unfortunately, the Highs and Lows of the two timeframes are not matching as they should. NOTE: Session Template for both DataSeries are "Default 24/5"...so theoretically they should be based on the same data, and therefore the High of the daily bar should match the high of the 30-minute bars...likewise the Low of the daily bar should match the low of the 30-minute bars.

[NinjaTrader_Dierk]

>> Session Template for both DataSeries are "Default 24/5"...so theoretically they should be based on the same data

Daily data usually is built based of the "in session" data only. Changing the session template there makes no difference, since always the same data is used.

[eDanny]

Still looks wrong to me.

[NinjaTrader_Dierk]

Not sure I follow.

[eDanny]

Dierk, why would the highs and lows be so completely different? Am I missing something in that chart picture?

[NinjaTrader_Dierk]

Please see my post #2: Daily bars go by whatever instrument session the data provider applied, whereas the original poster set 24/5 for the minute bars.

[eDanny]

So, if the daily bars were not 24 hr bars they might not fill the range of the 24 hr session 30 min bars I guess you are saying. Then why would the daily bars extend beyond the highs or lows of the 30 min bars when those bars say no price went there? I don't have NT7 running to test but I'm somehow not clear on this.

[NinjaTrader_Dierk]

In order to go into detailed analysis you needed to provide a reproducible scenario including:
a) exact date/timestamp where you feel something is wrong
b) which provider did you pull the daily data from
c) which provider did you pull the minute data from

Also: please be aware of that pending issue and make sure you don't run into http://www.ninjatrader-support2.com/...ad.php?t=24130