chart discrepancy

[nepenthean]

ZN 6/14
Continuum

Hello.

I have a LOD for 3/24 of 123'025 on a tick chart occurring at the end of the OVN session. On a daily chart, CBOT Interest Rate ETH, minute data, the LOD for 3/24 is 123'045.

Please advise.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

By LOD are you referring to the daily low?

What does the OVN acronym designate? What hours does this session consist of?

[nepenthean]

Hello,

Thank you for your post.

By LOD are you referring to the daily low?

What does the OVN acronym designate? What hours does this session consist of?

LOD = Low of day

OVN = overnight session

I use continuum, and you told me NT servers provide historical data for it, so a daily bar is from 00 00 01 - 23 59 59?

Thanks.

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

Daily bars from Continuum consist of the regular trading hours session template and excludes some after hours trading.

[nepenthean]

Thanks for the prompt reply.

The low of 3/24, 123'025, occurred right before the US open. Surely continuum would not omit that?

[NinjaTrader_Kyle]

Hello,

I'd made a mistake in my last post mentioning that the ETH template is used by daily bars. The RTH or regular trading hours session is actually used here and would exclude after hours data. If this low took place before the open of the session it would not be included in the daily bar.