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

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Adelaide Australia
Trading Experience: Intermediate
Platform: Ninja > MC
Broker/Data: AMPs
Favorite Futures: ES
Angelo1's Avatar
Posts: 131 since May 2011
Thanks: 1,505 given, 70 received

aem14 View Post
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.

Attachment 233140

Many thanks aem14

I'll concede and use that solution, i fail to understand why or how they have gotten away with it for this long and keep people going in circles,

I hope this helps others

thankful regards Angelo

"If you believe you CAN, or, you believe you CAN'T, you're RIGHT!"
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