Kinetick returns you the settlement prices, whereas the other two feeds return the closing prices. I consider this an advantage, because I use the daily data to calculate floor pivots, and for those you need the settlement prices.
The settlement price is the volume weighted average price of the settlement period. For index futures the settlement period is the last 30 seconds prior to close, so the settlement prices for ES, YM and NQ are only a few ticks off the close price. However, for interest rate and currency futures, settlement is about two hours prior to close.
In particular for 6E the settlement period is 1:59:30 PM to 2:00:00 PM Central Time, whereas the close is at 4:00:00 PM Central Time.
So nothing wrong about this! For more details see CMEGROUP website:

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