My charts are showing discrepancies between the Data in Daily Bars & Minute Bars when connected to Vision.
If I look at the Euro FX December Contract '6E 12-11' for he 18th November 2011 I get the following
O = 1.3577
H = 1.3589
L = 1.3494
C = 1.3515
However when looking at the data on a minute chart I get the following
O = 1.3467
H = 1.3614
L = 1.3447
C = 1.3526
Vision uses Rithmic and Rithmic only supply Minute bars as history, so I assume NinjaTrader is creating the Daily bars from the minute bars.
Looking in Instrument Manager the 6E has a Session Template of 'CME FX Futures ETH'
and the 'CME FX Futures ETH' Session Template has the Start Time of 5:00 pm and End Time 4:00 pm Central Time.
Can anyone explain why I am getting this difference and How I could resolve it, as I need to reference Daily data in my strategy?
Thanks
Mike
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