multitime frame OHLC values differs with tradingview

[Kdevineni]

I am a new to the indicator development...

Trying to get OHLC values using multitime frame.

However the values aren't matching with the values I see from the tradingview....

Instrument : MNQ DEC24

Ninja Oct Month OHLC O : 20232 H : 20789.75 L : 19818 C: 20021.75
Tradingview Oct Month OHLC O : 20524 H : 20789.75 L : 20007.75 C: 20153.25

Corresponding record From log entry below
Month Bars Processing : 9/30/2024 5:00:00 PM -to- 10/31/2024 5:00:00 PM| O 20232 | H 20789.75 | L 19818| C 20021.75 | MonthCounter : 2

Not sure what's wrong in the code , can someone review and let me know

public class MyIndicator: Indicator
{
    protected override void OnStateChange()
    {

        if (State == State.SetDefaults)
        {
            Description = @"";
            Name = "_My Indicator";
            Calculate = Calculate.OnBarClose;
            IsOverlay = true;
            IsAutoScale = false;
            DisplayInDataBox = false;
            DrawOnPricePanel = true;
            DrawHorizontalGridLines = true;
            DrawVerticalGridLines = true;
            PaintPriceMarkers = false;
            ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
            IsSuspendedWhileInactive = true;


        }
        else if (State == State.Configure)
        {
            AddDataSeries(BarsPeriodType.Week, 1);  // index 1
            AddDataSeries(BarsPeriodType.Month, 1); // index 2
        }
    }

    int monthCounter = 1;
    int weekCounter = 1;
    protected override void OnBarUpdate()
    {

        if (BarsInProgress == 0)
            return;


        if (BarsInProgress == 2 && CurrentBars[2] > 1)
        {
            DateTime barOpen = Times[2][0] - (Times[2][0] - Times[2][1]);

            Print($"Month Bars Processing : {barOpen} -to- {Times[2][0]}| O {Opens[2][0]} | H {Highs[2][0]} | L {Lows[2][0]}| C {Closes[2][0]} | MonthCounter : {monthCounter++}");

        }
        if (BarsInProgress == 1 && CurrentBars[1] > 1)
        {
            DateTime barOpen = Times[1][0] - (Times[1][0] - Times[1][1]);
            Print($"Weekly Bar Processing : {barOpen} -to- {Times[1][0]} | O {Opens[1][0]} | H {Highs[1][0]} | L {Lows[1][0]}| C {Closes[1][0]}| WeekCounter : {weekCounter++}");

        }

    }//OnBarUpdate

}​

Output

Weekly Bar Processing : 8/9/2024  5:00:00 PM -to- 8/16/2024 5:00:00 PM | O 18827    | H 19918.25 | L 18749.75     | C 19841    | WeekCounter : 1
Weekly Bar Processing : 8/16/2024 5:00:00 PM -to- 8/23/2024 5:00:00 PM | O 19863.5  | H 20261    | L 19760.25     | C 20026    | WeekCounter : 2
Weekly Bar Processing : 8/23/2024 5:00:00 PM -to- 8/30/2024 5:00:00 PM | O 20023.25 | H 20081.5  | L 19374.25     | C 19858.25 | WeekCounter : 3
Weekly Bar Processing : 8/30/2024 5:00:00 PM -to- 9/6/2024  5:00:00 PM | O 19835.25 | H 19918.25 | L 18572.5      | C 18693.5  | WeekCounter : 4
Weekly Bar Processing : 9/6/2024  5:00:00 PM -to- 9/13/2024 5:00:00 PM | O 18634.75 | H 19812.25 | L 18622        | C 19765.5  | WeekCounter : 5
Weekly Bar Processing : 9/13/2024 5:00:00 PM -to- 9/20/2024 5:00:00 PM | O 19734.25 | H 20201.75 | L 19529.25     | C 20028.25 | WeekCounter : 6
Weekly Bar Processing : 9/20/2024 5:00:00 PM -to- 9/27/2024 5:00:00 PM | O 20039    | H 20537.75 | L 19952        | C 20221.5  | WeekCounter : 7

Month Bars Processing :  8/30/2024 5:00:00 PM -to-  9/30/2024 5:00:00 PM | O 19835.25 | H 20537.75 | L 18572.5 | C 20261.25 | MonthCounter : 1
Weekly Bar Processing :  9/27/2024 5:00:00 PM -to-  10/4/2024 5:00:00 PM | O 20198.25 | H 20331.5  | L 19818   | C 20227.25 | WeekCounter : 8
Weekly Bar Processing :  10/4/2024 5:00:00 PM -to- 10/11/2024 5:00:00 PM | O 20219    | H 20508    | L 19902.5 | C 20450    | WeekCounter : 9
Weekly Bar Processing : 10/11/2024 5:00:00 PM -to- 10/18/2024 5:00:00 PM | O 20433.75 | H 20680    | L 20205.25| C 20484.25 | WeekCounter : 10
Weekly Bar Processing : 10/18/2024 5:00:00 PM -to- 10/25/2024 5:00:00 PM | O 20495.75 | H 20707.5  | L 20079   | C 20498.75 | WeekCounter : 11

Month Bars Processing : 9/30/2024 5:00:00 PM -to- 10/31/2024 5:00:00 PM| O 20232 | H 20789.75 | L 19818| C 20021.75 | MonthCounter : 2

Weekly Bar Processing : 10/25/2024 5:00:00 PM -to- 11/1/2024 5:00:00 PM | O 20524 | H 20789.75 | L 20007.75| C 20153.25| WeekCounter : 12


​

[NinjaTrader_Jesse]

Hello Kdevineni,

There are likely going to be differences in data between providers and platforms, so the prices specifically may be different. With daily bars and greater, the trading hours are decided by the data provider, which may differ from provider to provider.