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View Full Version : Different opening prices 1min / 150tick


insomniac
08-05-2008, 05:56 PM
I have been trying to figure this problem out for a while. I use two charts, the 1 minute chart and a 150tick chart. I have both set to begin the session at exactly 7:30am(mst), however more often than not, I end up with two different opening prices. I always sync my PC clock before market open also.

I can't understand why my opening price can be so far off between two charts. I have attached a picture of what I am referring to.

http://www.insomniacsales.com/images/ES_8-4-08.jpg

As you should be able to see, the opening price is off by 4 ticks/1point.

insomniac

NinjaTrader_Ray
08-05-2008, 09:42 PM
What data feed?

insomniac
08-05-2008, 11:26 PM
What data feed?


Zen-Fire

insomniac

NinjaTrader_Ray
08-06-2008, 07:44 AM
Thank you.

The reason is that the historical data server you pull from 1 minute bars are aggregated from time stamps 00:01 to 00:00 where the NT 6.5 client is from 00:00 - 00:59. If you reload data some time throughout the day, the difference in how minute bars are aggregated would account for the difference.