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End of day close discrepancy.

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    End of day close discrepancy.

    Hello.
    I'm seeing end of day differences between Ninjatrader and Thinkorswim.
    With NT8 Continuum data, ESH22 daily candle closing at 4610 and Thinkorswim daily candle closed at 4619.25
    I would like to get the Ninjatrader to calculated daily close at 4619.25 if possible.
    Any idea if and how it can be done?
    Thanks.
    Last edited by Boomtheory; 12-18-2021, 02:15 PM.

    #2
    Hello Boomtheory,

    Can you please tell me to what broker/data feed you connect in NinjaTrader. It seems you connect to a broker/data feed that provides historical daily data in extended trading hours. Historical daily data is loaded as provided by the connected broker/data feed connection. I suspect ThinkorSwim uses regular trading hours which causes the difference.

    You could create a Minute chart as workaround. For example, the ES futures the following regular trading hours: 8:30am - 4:00pm US Central time. So you would create a 450 Minute chart.

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      #3
      Hi, thanks for the reply. To answer your question.

      Ironbeam/Continuum data

      I have a work around for the daily chart set at 1440 but weekly charts are off. I am trying to resolve that.

      Comment


        #4
        Historical daily data is provided in extended hours when connected to Continuum. I assume ThinkorSwim uses different hours which causes the difference you report.

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          #5
          Ok thankyou

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