ESignal Data problem. Discrepancy

Discussion in 'Data Sets and Feeds' started by EMini-Player, Sep 3, 2003.

  1. My daily candle on the ES seems to be showing incorrect OHLC values. For example, according to the Daily chart the ES hit a high of 1027.50, but when I go to the 60 min. chart, I can see a high of 1029.75

    Which number is correct? Pleas Help.

    -FastTrader
     
  2. What do you guys see as the OHLC for ES?

    -FastTrader
     
  3. The High is 1029.75
     
  4. Here's everything:

    settlement prices as of 09/03/03 07:00 pm (cst)

    STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT

    SEP03 1022.00 1029.75 1020.25 1027.25 1027.00 +500 761K 1022.00 820276 511577
    DEC03 1020.50 1027.75B 1019.00 1025.50 1025.50 +500 4139 1020.50 3430 6115
     
  5. JayF_eSignal

    JayF_eSignal eSignal

    Please keep an eye on this thread for updates on this issue.
     
  6. Btw, I'm having the same problem on the YM as well. I haven't checked the NQ, but that's probably incorrect too.

    -FastTrader
     
  7. JayF_eSignal

    JayF_eSignal eSignal

    YM seems ok for 9/3/03, and matches CBOT's site

    O - 9521
    H - 9592
    L - 9506
    C - 9571

    NQ's Low is off for yesterday, and is in the process of being corrected.
     
  8. Is that a temporary problem or it's been going on for a while?
     
  9. JayF_eSignal

    JayF_eSignal eSignal

    Only the last 3 days. It looks like the issue has been resolved as yesterday's daily data is fine (no corrections on ES or NQ made this morning as far as I know.)