Close of weekly candle does not match close on lower TF

[Luanara]

Hello to everyone.
I have seen similar topics discussed, but unfortunately i cannot find a clear answer.
I am charting on MNQ and i found discrepancies between weeks close price on a weekly timeframe and a smaller time frame.

On picture 1 (week candle close): The weekly candle that closed on May 2nd has a close of 20195,25, according to data box. As you can see it is not quite hitting the red line, that is the close marked by me on a lower timeframe.
On picture 2 (lower time frame): The lower time frame is shown (hourly). Red line is close marked by me, blue upper line is open of next week and the green line is the close of the weekly candle (20195,25). I cannot see any candle that hits the green line perfectly or closes on it, so it needs to be some kind of iterpolated/mean value. Open price of the next week is correct and matches perfectly. On an even lower time frame (one minute, added additional picture), marked close and open are also correct. I thought i messed up the timeframes by creating an hourly, but it does not seem so. Just the green line does not fit, nowhere. I went back and looked for a candle that closes on this price and i was unsuccessful in finding it.

For trading hours i just use instrument settings on both timeframes, i am just switching between the timeframes.I do not use any other special settings. Back adjust on or off, does not have an influence.

Any idea where the "close" of the weekly candle is coming from?

I hope i explained my question well enough. If something is unclear, please ask.

Thanks in advance!

[NinjaTrader_LuisH]

Hello Luanara,


Thank you for posting on the NinjaTrader forums.



What you're seeing—where the weekly candle close value does not match the final printed close price on an intraday chart—is a result of how NinjaTrader constructs bars and aggregates historical data across different timeframes.

1. Weekly Bars Are Built from Historical Data
   • Weekly candles are constructed using session-based data (from your trading hours) and are often sourced from a historical data provider rather than being dynamically calculated from every tick on the lower timeframe.
2. Rounding and Time Aggregation
   • On a 1-minute or hourly chart, each bar closes at the specific end of its interval. The final print of the week may not match exactly with how the weekly bar aggregates data (it could close at a slightly different tick or due to volume filtering/data snapshot used by the provider).
3. Last Tick vs. Settlement Price
   • In some data feeds or contracts, the last tick of the week and the value used as the "close" on weekly bars might differ (e.g., using a settlement price or a snapshot).

If you'd like some additional assistance with this please forward your request to our Technical Support team at clientservices@ninjatrader[dot]com.



Thank you!