Difference on ES MES and CL MCL

[ilconte]

I am using an automated strategy for ES and CL.. I was running in parallel with MES and MCL and there is a minor difference on soma bars, that may trigger different signals.
Is this a normal behavior? I am using Ninjatrader data service (i think is unfiltered), and I wonder if using a different data provider like Kinetick may make this difference going away.

Thanks

[bltdavid]

Welcome to the forums!

ES and MES are completely different instruments,
and although they are highly correlated, they trade
separately.

Don't you think minor differences would be expected?

I mean, they are separate ...

(Hint, yes, it is normal)

[NinjaTrader_Gaby]

Hello ilconte,

Thank you for your post.

As bltdavid mentioned, ES, MES, CL, and MCL are all completely different instruments. It is expected that their values will not be the same.

Please let us know if you have any other questions.

[QuantKey_Bruce]

Of course they are different. They're different contracts, being traded by different people, at different times. While there is arbitrage that keeps them from getting too far apart, it's completely normal and expected for them to have slightly different bars.