Support Board
Date/Time: Tue, 04 Mar 2025 03:09:22 +0000
Post From: Denali Historical Data is wrong for NQ Globex Futures
| [2021-11-03 12:10:35] |
| User837706 - Posts: 14 |
|
That low you have pointed out is not wrong.
The intraday low for NQ on 1st November 2021, was 15768.50 SC data intraday, from CME, is correct. ie 15768.50 But, if you pull up a daily (historical) chart it shows the low being the same as the previous day, 15595.50 The daily-historical-chart is "incorrect". It may be because that data is (still?) being pulled from "Barchart.com", rather than CME direct Barchart daily-chart-low-data is matching SC-daily-chart-low-data ie 15595.50 https://www.barchart.com/futures/quotes/NQZ21/interactive-chart (Note: they too, have their intraday-chart-low as 15768.50) You can see the disparity in the 2 data sets, when you pull up a "1440Minute" chart: made from intraday data file [.Scid] vs "Daily" chart: made from the historical-daily-data file [.dly] |