I pulled data from DDE historical data tab for ES 201612 but found the daily close does not match the chart. Example: close on 2016-11-23 on chart is 2201 but extraction from DDE shows 2200.75. OHL match exactly. I choose TRADES for "what to show". Furthermore, TOS also shows 2201 upon 5pm. This mismatch is for everyday and for CL as well, and TOS always matches IB chart. Anyone has any idea about the mismatch? Or I need to correct some settings for the extraction? Thanks.
I know the charts are not accurate to the tick. First time I noticed was when I got stopped out at a price below the candle. But it has something to do with the time snapshot or something. I forget what it was, but I called ib and double checked. It makes sense, I forget what the deal is, but just be advised that the ib charts are not official prices.
java, thank you for your reply. But the thing is IB charts matches ThinkorSwim so I guess the price in the IB chart should be OK. Anyways, I will give IB a call to figure out. Thanks.