ES data for all time high is incorect

[spaceopar]

Hello,
I am looking at the ES futures contract and you can see from the monthly chart ninja trader chart that it says the all time high back in jan 2022 was 5034 but according to the CME the altime high was set on friday around 4872. Why is the Ninja trader data not matching what the CME data?

Thank you.

[flybuzz]

It's most likely you have the backadjusted on. I think that's the default setting. Some people choose to trade with backadjusted on, some people choose to trade with it off. Search online to see what it means. There's no right or wrong on either one of them. Keep in mind, futures are not index, it's made up numbers. Take a look at the thread to turn it off: Back adjusted or non back adjusted? - NinjaTrader Support Forum

[spaceopar]

Thanks for the info. I am using back adusted. But, is strange that backadjusted data when be so off as to have the all time high wrong by 150 points. I will do a test with non back adjusted data and see what the outcome is.

+

[spaceopar]

Yep that was the issue. Thanks again.

[flybuzz]

Thanks for the info. I am using back adusted. But, is strange that backadjusted data when be so off as to have the all time high wrong by 150 points. I will do a test with non back adjusted data and see what the outcome is.

+

Yeah I was quite surprised too. Wasn't sure what to make of it. I have been trading backadjusted for a year now, was really surprised to see that. My theory is backadjusted may be more accurate for recent data, perhaps for few months. But longer it goes out, older the candle, more unreliable it may be. I can't stand the jump from non-backadjusted also. There's no perfect solution, I guess just stick with one.