Data Discrepancies

[NickF]

Hello,

I was comparing the chart of the ES/U9 (mini S&P) futures contract on my Ninja Simulator versus the chart on my ThomsonOne terminal at work, and I found that often my opening price on a 5 minute candle at work differs to my at home. For example:
Ninja - 9/23/09 14:35pm Open at 1072.50 on a 5 minute chart
ThomsonOne - 9/23/09 14:35pm Open 1073.00 on a 5 minute chart

I've also noticed this happening in other contracts and time frames as well.
Do you know if this is a common discrepancy or only happens when you are running the simulator Ninja versus the live Ninja Software. Also is there a place (CME?) where I can find what the official prices where at the time for the day?

BTW I'm using the Zen- Fire data feed.

Thank you.

[NinjaTrader_Bertrand]

NickF, you would need to consider NinjaTrader uses the closing time of the bar to 'stamp' it - http://www.ninjatrader-support.com/H...ChartBars.html

I'm not sure what Thomson uses on their charts.

For the data checks, you can certainly get this data officially from the exchanges on their pages, i.e http://www.cmegroup.com/market-data/.../datamine.html