CQG ETH Sunday Open(s)

[un$ane]

Has anyone noticed the open on Sunday(s) seems way off?

[NinjaTrader_RyanO]

Hi un$ane,

Thank you for your post.

Can you please clarify in what manner the Sunday open is off, and what you are expecting so that I can compare, and please attach a screenshot. To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Additionally, if you right-click on the chart and then select Reload Historical Data does that make a difference for the expected open.

[un$ane]

See attached...

[NinjaTrader_RyanO]

Hi un$ane,

In testing the values compared to what I am seeing I do see the same values indicating that is the data as available from CQG. However, I do notice that the open is the same as the Prior Sette but those values are from today, and would not include the Sunday Overnight data.

[un$ane]

CQG is reporting trades at that price, which is bogus. Is that NinjaTrader's responsibility to contact them and ask: 'What the Heck is going on!?'

[NinjaTrader_RyanO]

un$ane,

The values on the chart that matches in my version with CQG and what you are seeing would indicate the real-time and historical data from CQG is displaying as expected. Now, if the data is in error then we would work to resolve it however when I compare the open price on Sunday from other providers it matches indicating there is not an issue with the data from CQG.

So you mention the data is not accurate but I am curious where that comes from since the data you are comparing from the CME site is for Monday's regular trading hours open and not Sunday's.

[un$ane]

The CME website is reporting the Open at 1337.25 (GLOBEX)...My Zen-Fire feed shows correctly. Again, this is for Sunday open(s) only. Please escalate this issue if you're confused.

[NinjaTrader_RyanO]

un$sane,

I appreciate that follow-up as I was able to identify the source, and now if you right-click on the chart and then select Reload Historical Data the accurate Sunday Open should now be reflected.

[un$ane]

I downloaded fresh historical data and here are the results...Hopefully this illistrates the problem clearly.

On the CQG screenshot the data is wrong for 3:00pm and there's data for 2:00pm and 1:00pm when the market (Globex) wasn't even open.

I'm on Arizona time FYI.

[un$ane]

More screenshots for CQG...

[NinjaTrader_Ray]

Thanks, we see the same thing. Ultimately, our servers are recording what the data feed is sending. We will investigate this further to understand why we are receiving ticks outside of market hours.