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ES Data difference

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    ES Data difference

    Hi,

    Why is it that ES 03-23 is showing different data from Trading View and ThinkorSwim?

    02-02-23

    NT8 is showing Close price of 4191.50 while the other 2 platforms are 4164.75

    01-02-23

    NT8 is showing Close price of 4132.25 while the other 2 platforms are 4142.5

    #2
    Hello lyrad82,

    Can you please tell me to what broker/data feed you connect in the NinjaTrader platform.

    Am I correct you are referring to the Close price of historical daily data?
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi,

      Yes the close price of daily candles.

      Using Rithmic with Apex

      Comment


        #4
        Please note that the Close price of historical daily data is settlement adjusted with Rithmic. See the matrix at the link below.
        https://ninjatrader.com/support/help...y_provider.htm

        I suspect this is not case for historical daily data in the other platforms which would clarify the difference.

        You can use a 1440 Minute chart as workaround.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Thanks! I think that did the trick.

          Comment


            #6
            Hi,

            I noticed Weekly price is also behaving similarly and tried to use 10800 minutes, doesn't seem to fix it like the daily.

            Any ideas?

            Comment


              #7
              Unfortunately the workaround does not work for Weekly charts due to the trading hours template. You can't define a week in trading hours templates.

              You could manually change the Close price for historical daily. Weekly bars are build by historical daily data. You can find instructions to manually change historical data as per the instructions at the link below.
              https://ninjatrader.com/support/help...HistoricalData
              JasonNinjaTrader Customer Service

              Comment

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