LastClose in Market Analyzer different with what i got from chart?

[adam081527]

hi, im trying to develop an indicator, but i found there is a little problem on daily closing price,

ES 03-12 as sample,

LastClose from Market Analyzer = 1364.5,
from daily chart, daily close on 2/29 = 1367.5??
are they different???

here is data i got from Bloomberg terminal, i asked my fd sent me,

2012-02-22 1356.00
2012-02-23 1363.00
2012-02-24 1363.25
2012-02-27 1367.25
2012-02-28 1371.50
2012-02-29 1364.50

here is what i got from Ninjatrader, with OnBarUpdate(), print Close[0] to output windows,

2012-02-23 1360.25
2012-02-24 1355.75
2012-02-25 1363.25
2012-02-29 1367.50

looks like closes from market analyzer is correct, it match data from bloomberg terminal,
and, 2/22, 2/27, 2/28 daily close was missing (with ninjatrader output windows), anyone can help???

many thanks,

AD

[NinjaTrader_Jason]

Hello adam081527,

Can you please tell me to what connectivity provider you connect in NinjaTrader.

Does it make a difference if you right click in the chart and select 'Reload All Historical Data'?

[adam081527]

Hello adam081527,

Can you please tell me to what connectivity provider you connect in NinjaTrader.

Does it make a difference if you right click in the chart and select 'Reload All Historical Data'?

hi Jason,

thank for your quick reply, i use IB as data provider,

just try the reload method, still the same,

thanks,

[NinjaTrader_Jason]

When I test it on my end while connected to IB, I experience the same different values as well. The values are received this way from IB.

IB uses the regular trading hours for historical daily data, which is 9:30 AM - 4:15 PM EST as per the ES. If you create a minute chart, you will see a Close price of 1362.75 for the 4:15 PM minute bar (EST).

IB uses a different value for the LastClose. I am not quite sure how this value is determined - I suggest to contact IB for clarification. They likely use the same method as Bloomberg since they are the same.

[adam081527]

When I test it on my end while connected to IB, I experience the same different values as well. The values are received this way from IB.

IB uses the regular trading hours for historical daily data, which is 9:30 AM - 4:15 PM EST as per the ES. If you create a minute chart, you will see a Close price of 1362.75 for the 4:15 PM minute bar (EST).

IB uses a different value for the LastClose. I am not quite sure how this value is determined - I suggest to contact IB for clarification. They likely use the same method as Bloomberg since they are the same.

hi Jason,

much appreciate for your help,
will try to talk to IB,

thanks,