GC & CL daily bars do not match intra day O/Close | Traders Hideout

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GC & CL daily bars do not match intra day O/Close

  #3 (permalink)

Chicago, IL
Trading Experience: Intermediate
Platform: ThinkorSwim, NT7/8
Broker/Data: TDA, Doorman/NTB
Favorite Futures: index,energy
Posts: 24 since Aug 2014
Thanks: 81 given, 25 received

Angelo1 View Post
GC & CL daily bars do not match intra day O/Close
NT support advises NT7 session times do not affect daily bars so when i set the session times for 5min bar O/Close the O/Close of the daily bars do NOT match the say 5min chart session say RTH 9-2.30
Someone must have come across this issue before NT support keep sending me back to CGQ for session times through AMPs who are NO help at all. they tell me to go back to NT support

any help would be appreciated

NT7 is a bit goofy and you have to calculate day bars by minutes. For RTH only day bar in CL what I do is select minute-330-with nymex energy RTH session template and that should fix your issue. If you want a full ETH day bar use minute-1440 with "use instrument settings" and that will give you a correct full day bar.

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