I am trying to use the daily (and weekly) OHLC for some analysis. For the ES on 2/16 at 0745 (Eastern) you can see a low of 1334.50 on a 5 minute chart which matches other data feeds I have access to.
However, the daily chart shows the low as 1338.00. I have checked days before and after as well as the weekly chart and this value is consistent.
Even if there were something odd in the instrument template (I am using CME Index futures ETH), that value would have to be accounted for somewhere it would seem.
Can anyone explain why this is the case?
Best Regards,
Scott
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