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incorrect daily candles

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    incorrect daily candles

    Have all three data series on this chart set to CME US index Futures RTH. The Daily chart shows a high of 4722.50 which did not occur during RTH but did occur during ETH?
    I checked the template for RTH and the hours are correct, I have not changed it.

    Is this a known behavior?
    Attached Files

    #2
    Hello abdunbar1 ,

    Thank you very much for your post.

    This would indeed be expected. Daily bars are provided directly by your provider and do not respect trading hour templates.

    To receive a daily chart that respects your trading hour template, please chart a 1440-Minute chart instead. As there are 1440 minutes in a day, the chart would then use minute data to build the daily bars.

    Please don't hesitate to let us know if you have any further questions in this regard!

    Comment


      #3
      thanks, Manfred

      Comment

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