I am running NT8 Version 8.0.27.1 64-Bit with Lifetime License
I've restarted NT and my PC, re-loaded historical data, started fresh charts and new workspaces, and none of this impacted the issue below.
In the past I've had issues with historical price levels not matching when a new contract begins, and the solution I found for my situation was to change Control Center / Tools / Options / Market Data/ Global Merge Policy to "Merge Non-Back Adjusted". Using this setting, historical price levels have stayed the same after switching to a new contract.
However when comparing my Daily chart to another trader's using Trading View, mine did not match. So I started investigating and found that no setting change (I'm aware of) gives me the correct Daily Open/High/Low/Close candles for 12/12 and 12/13 on ES and 12/12, 12/13 and 12/14 for NQ.
Using "Merge Non Back Adjusted" setting, every date before 12/12 matches the exact official OHLC prices found at:
ES - https://www.nasdaq.com/market-activi.../es/historical
NQ - https://www.nasdaq.com/market-activi...Aus/historical
For ES, 12/12 and 12/13 OHLC on the daily candlestick chart do not match, but everything before and starting on 12/14 going forward, everything matches perfectly.
For NQ, 12/12, 12/13 and 12/14 OHLC do not match, but everything before these dates and after also match perfectly.
Using merge back adjusted and do not merge options give me the exact same values for these dates that don't match historical records, but also don't match (I believe by design) other dates before 12/12.
Is it possible just these dates right at and just after the contract rollover on 12/12 are just incorrect for some reason?
Or is there another setting I'm missing?
Below are the values I get from each of the 3 settings in NT8 compared to the values in the links above. Again, using Merge Non-Back Adjusted setting, every date before 12/12 matches these records perfectly in NT8, and every date after matches exactly as well. Only 2 days for ES and 3 days for NQ do not.
Here are the discrepancies - I get the same values using Do Not Merge (DNM), Non-Adjusted and Adjusted for these dates...
NQ OHLC
12/12
NT8 11671.5 / 11834.5 / 11635.75 / 11829.75
Official. 11553.0 / 11716.0 / 11522.75 / 11711.75
12/13
NT8. 11816.75 / 12339.0 / 11797.25 / 11958.75
Official. 11691.25 / 12229.5 / 11680.5 / 11839.75
12/14
NT8. 11955.0 / 12069.5 / 11729.0 / 11869.0
Official. 11839.0 / 11948.5 / 11613.75 / 11750.75
ES OHLC
12/12
NT8. 3965.75 / 4026.0 / 3956.0 / 4025.0
Official. 3933.0 / 3992.75 / 3924.5 / 3991.75
12/13
NT8. 4022.25 / 4180.0 / 4017.5 / 4055.25
Official. 3989.25 / 4145.0 / 3985.0 / 4022.25
Thanks so much,
Justin
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