Two values of Close !!??

[Ptolomeo]

Very basic

On Market Analyser I have two colums. The first one is showing the value of daily Close and the second is showing the value of the 60minutes Close. I noticed that at the end of the day those two value are not the same. Ex for NBE at the end of the day Close daily show 114.7 wich is a wrong value. The correct value taken directly at my data purveyor e-Signal show a value of 117.12. The value for Close 60min is 117.21 wich is better but still off. To compute these values i use an indicator that have the unique program line "PlotClose.Set (Close[0])" and i use this indicator in each column of the MkAn wit the apropriate time frame.

On charts also appear the same difference and value of the Close but where the values of the closes are taken directly from NT7 and not trough an indicator

The charts on differents minutes times frames (60,30,15...) show the same Close wich is 117.21, only the chart on daily show 114.7

The same is true for the value OHL with everyting shifted on the daily graph comparatively to minutes charts

I use NT7 version 0.0.23 32bits on a 64 bits computer.

I realy dont understand what going on.

Thank you for any help

[NinjaTrader_Jason]

Hello Ptolomeo,

I am not familiar with NBE. I searched it on Yahoo and Google finance, but I could nt find a stock named that way.

Can you please tell me on what exchange this stock is traded.

I tested the AAPL in a minute and daily chart on my end and close price was the same (see screenshot). I had the 'US Equities RTH' session template selected in the minute chart. If I select the 'Default 24/7' session template, it displays a different close price.

What session template do you have selected in your minute charts? Please select a session template that only plots the regular trading hours andd check if the Close price is the same as daily data.

[Ptolomeo]

Mistyped BEN for NBE

Mistyped BEN for NBE

Should work the same with AAPL, the data is not the same between Close daily and Close “x”min at end of day and as is it showed on eSignal.

I have the 'US Equities RTH' session template selected for all symbols in the Instrument Manager as shows in the first picture as it appear for BEN.

Here bellow the picture of the Market Analyser Property for BEN it shows that I use “Instrument Setting “as a template on the second picture.

On the chart of BEN I also use “Instrument Setting “as a template a showed on the third picture

There is another point on which you have not answered. The point is that both Closes, beside of differing between minutes and daily closes, differ also from the data obtained from eSignal and verified directly using the eSignal Data Manager. During the trading session everything is in line but after the end of the session is where all Closes differs.

After end of Day on charts and Market Manager


Close 60min == Close “x”min


Close 60min && Close “x”min != Close eSignal.


Close daily != Close eSignal.

Same for High, Low and Open

Regards

[NinjaTrader_Jason]

I tested again this morning and I notice a little discrepancy as well. Please note that NinjaTrader acts like a radio receiver and displays the data it receives.

I sugggest to check with eSignal what data is used for daily data - what start and end time. Please verify how they display Close prices after the trading session as well.