Support Board
Date/Time: Tue, 04 Mar 2025 03:20:04 +0000
Post From: Denali Historical Data not correct - Please help
| [2021-11-03 20:38:30] |
| Rui S - Posts: 196 |
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I am sorry but that answer from CME is not correct and I am sure that candle is wrong. I am not worried just about this particular candle. I am worried with the lack of trust the Historical Data is causing lately and its implications on studies that are based on this Data. I am pasting below one very good explanation from another user in another thread about the same problem: "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]" And as he stated afterwards: "The CME website is not official data, and they have this disclaimer immediately below the data you linked to." "All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds" Please give some more thought to this issue because it really is a problem. Thank you. Date Time Of Last Edit: 2021-11-03 20:40:02
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