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Date/Time: Tue, 26 Nov 2024 08:47:12 +0000



Post From: S&P ESH24 OHLC Data Discrepancy

[2023-12-24 01:59:25]
User688525 - Posts: 257
Hello Sierra Chart,
With the S&P ESH24 contract, I have noticed that the low of day differs with Sierra Chart (Denali Feed) when compared to Bar Chart, MarketWatch, and Yahoo Finance.

Sierra Chart show a low of 4601.50, whereas Bar Chart, MarketWatch, and Yahoo Finance show a low of 4599.00.

I have attached screenshots of all platforms.

The Continuous Contract chart settings are Data Rule Rollover, Back Adjusted.

Can you please investigate and advise on why there is a discrepancy, as the 4599.00 is the correct low of day, not 4601.50?

Thank you
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