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True High Low Close of Futures Contracts?!? Confused!
@gever17: I do not have Zenfire, and I do not know whether this is still true, as it depends on the current API. But I have heard that Zenfire may temporarily create daily bars for Sunday during the Monday session. These Sunday bars might cause some confusion with the daily data and the pivots.
I remember this as a "Monday only" problem, which was reported some time ago. I would appreciate, if you had the opportunity to connect to Kinetick (first connection) and Zenfire (second connection) and check the data on Monday morning prior to the regular open and report it here.
As a matter of fact I am checking the pivots right now to see if the added connection has any adverse effects.
Thus far the daily pivots are the same with with zenfire or kinetick EOD and then zenfire.
The weekly and monthly pivots are different. But it seems thats to be expected now that there is ETH data to compute from.
I really dont have anything to verify the pivots to. I use Default 24/5 for my pivot chart as I want them calculated from midnight to midnight. I have never found a source that provides these calculations. I have just noticed over the years that these seem to be the closest by far when compared to price action.
I will check Monday morning to see what the numbers are.
If you wish to have data from Kinetick EOD in your historical data base, you first need to delete all EOD data loaded from Zenfire and then replace it with Kinetick EOD data. You can all do this with the Historical Data Manager of NinjaTrader.
@Fat Tails
WOW!!!! You are a wealth of information!!!! Thank you for the info!!
I did not know this either!!!!
I will check it out when I get back into town. Snow is melting and gotta hit the slopes 1 more time.
I have never really messed with the historical data at all. I am not sure which data to delete but I will dig into it. I would certainly like to be able to see the whole picture and have it true and accurate!! I have finally learned that price is the most important and really the only indicator that you need!
Your indicators make these levels much easier to keep track of and really make them stand out on the chart!
Hopefully I captured the info you are requesting.
It appears that it does create a bar over the weekend but it is dated a Saturday bar.
Here is a screenshot of the ETH and RTH.
On the ETH screenshot Bar 0 is dated 4/1/13.
Is this what you are asking about? Can I get something else for you? Just let me know.
