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By the way, just convert minute data to csv and send it to me. I will compare. I have a special code.
It's another matter if you did 'Reload All Historical Data'. Then it is already pointless, our data will match.
Ok, first I don't have a CSV option, only TXT. Second, I realized I don't have much historical data for CL 01-21 as I had to reset all cached folders a few weeks ago. Third, bear in mind the timezone I use is UTC+00:00 Dublin, Edinburgh, Lisbon, London so you will need to adjust for that.
I zipped both files anyway.
Let me know if there's a way to enable the CSV export, or if TXT format is good enough.
Just some thoughts... but I'm not sure my thoughts are helpful because I didn't look at your data nor do I use NT8. The sample data you posted looks like the differences are very minor so that makes me wonder the following:
When you exported/built the files, did you specify both of them to start on the same exact date & time? If you didn't, then the minute bars would be different 'phases' which would explain the differences.
Also, did you specify whether NT8 would start a new bar at every session change? If both files have a different setting for this, that would explain the differences.
IDK if the files were built from minute data, or tick data. They must both be built from the same source data or else they'd be different.
If the source data is minute data, maybe CQG sometimes changes the phase of the minute data you download, although I would assume they wouldn't do that.
Maybe try and see if other symbols have the same issue.
Thanks for your thoughts.
The data settings were the same. Data source too. I did not use tick data. But I doubt that tick data should have had any effect.
As for the little difference. The difference is really huge. If in a minute candle the difference between high and low becomes 10 ticks instead of 2 ticks, this is a big difference. Instead of a volume of 300 contracts, the volume of 40 contracts becomes - this is a huge difference.
And if we see that the differences affect 15 thousand candles - then this is a huge difference!
Of course, such differences must have their own explanation. It is usually considered that the client is to blame, because he is not competent enough, has configured something wrong on his computer, and so on, but, for example, a company (data provider, broker, etc.) is large and everything works like clockwork for them. But this is a delusion.
I cannot argue that the data provider is at fault. But what could I be wrong - I don't find it either - I am a very experienced user. So I'll keep following and figure out how to catch this error by simulating the conditions.
