Historical Data

[berringer]

Historical Data Help

Need a little help with Historical Data, I'm previewing the Day High and low, under instrument ES 03-17 and ES 06-17, expiration dates under the instruments are different, I understand the following, but why is the High Low not the same under same dates

Example:

ES 03-17 Date 3/10/2017 - High 2376.25 Low 2359.00 Gives me a ADR 17.25


ES 06-17 Date 3/10/2017 - High 2379.75 Low 2362.25 Gives me a ADR 17.5

[NinjaTrader_EricB]

Hello berringer,

Thank you for writing in,

This is because each respective ES contact is separate from the other, so data does vary between each because trading itself is done separately, they are essentially separate instruments. The below, publically available link to the CME's page on the ES may have some additional information that will help illustrate this.

http://www.cmegroup.com/trading/equi...-sandp500.html

On this page, we can see that the High, Low, Volume, ect does list separately between the 06-17 and 03-17 contracts.


Let us know if we may assist further.

[berringer]

Historical Data

Thank You for the explanation, it is good to know that I wasn't reading the data incorrectly, I'm new at trading, I'm trying to learn the platform, the terms used and vocabulary. It can be overwhelming at first, each day is a new learning experience.