Candlesticks and other bars close and open not always matching.

[okrsfinance]

This has actually been like this for a very long time. I am not sure when this first started.

My bars do not always align their close and open. Attached is a picture of ES from today with no indicators running and a picture of the bars settings. The data for ES is from Ninjatrader Continuum. These gaps also appear for many other futures contracts I opened, CL 01-23 for example has similar gaps.

This also happens for SPY and other stocks using data from TDAmeritrade. Also happens for BTCUSD with data from coinbase.

I haven't updated to the newest version I am currently running 8.0.25.0 64 bit.

This behavior is happening on my main PC, but this actually also happens on both of my laptops one running 8.0.26.0 64 bit and the other running 8.0.23.2 64 bit.

[bltdavid]

Small gaps in between bars are not unusual.

Isn't is possible that what you see is correct?

[okrsfinance]

Thank you for the reply and I apologize.

I just looked up charts on trading view and then on ThinkOrSwim and they are the same. My mistake. I just never noticed I guess. Only really becoming an issue now as I am using candle body sizes in a strategy. So some of the candle bodies sizes in the data are 1 tick smaller than I was expecting.

Thanks for the help. I figured I was just somehow confused. Doesn't hurt to ask.


So what does it mean when there is a gap? Like in terms of these bars being calculated from T&S data. Is it just that the 1st transaction in that next minute was 1 tick higher than the "close" of the previous bar? I see this also on things like 2000 tick bars so that is what is happening there also? The 1st 2000 tick bar the 2000th transaction happens at lets say 3600 then the next transaction happens at 3600.25 so the open of this new bar is at 3600.25?

This shouldn't happen with things like Renko bars I assume?