Support Board
Date/Time: Tue, 04 Feb 2025 12:54:01 +0000
Post From: Wrong OHCL - Tick by Tick Data
| [2020-01-16 14:47:24] |
| nthypes - Posts: 2 |
|
Guys, i'm little confused. If I look the last traded price on tick by tick data on ES Futures at date 2020-01-14 16:59:59 (NY Time) the last trade I see was @ price 3287.75 So why the CME OHLC, specifically the close price of day 2020-01-13 show as 3288.00 ? Thanks |