Weekly CL Chart Incorrect

[MacAttack]

All of my other timeframes appear to be correct, but my weekly CL chart (8-12) shows the high last week was 88.04. It should be 88.98.

Settings are Weekly, Default 24/7.

I reloaded historical data but no change.
I opened a new weekly chart & started from scratch, but still no change.

On my daily, 60-min, & volume charts the high is correct at 88.98.

[NinjaTrader_ChristopherS]

Hello MacAttack,

Who are you connected to?

[MacAttack]

Connected to CQG

[NinjaTrader_Kyle]

Hello MacAttack,

Thanks for clarifying.

Please open the Options menu (Tools > Options), then navigate to the Data tab - which 'Merge Policy' setting is in place therein?

[MacAttack]

Merge Back/Adjusted

[NinjaTrader_Kyle]

Hello,

Please middle mouse click on the weekly bar in question - are you looking at weekly bar 28/2012?

[MacAttack]

27/2012
82.10 is Low
88.04 is High

The price move up to 88.98 does not exist on my weekly chart..........
not on the 27/2012 bar or previous bars.

This week's bar is 28/2012.

[NinjaTrader_Kyle]

Hi MacAttack,

Thanks for clarifying.

I see the same values for this bar in the weekly chart, but I am not seeing the 88.98 high when checking in a daily chart - what date are you seeing that value in?

[MacAttack]

I use a 1440 minute chart:
High 88.98 on July 5th, 2012

Same on 60 minute chart

Same on www.barchart.com

[NinjaTrader_Kyle]

Hi MacAttack,

Thanks for clarifying.

Daily bars (which weekly bars are built from) use an extended trading hours session. If you compare day values to 1440 minute bar values, they should differ - this will of course result in weekly bars differing as well.

[MacAttack]

I don't quite understand.
All of my charts are set to 24/7, so they should all capture the same exact data regardless of whether they are 5-min,1440-min, or weekly.
Is that not correct?

[NinjaTrader_Kyle]

Hi MacAttack,

Session Template does not have an impact on day bars. When daily bars are used, ETH hours are used.

[MacAttack]

When you say ETH bars I was thinking that meant 24/7, but maybe not.

I'll just switch to minute bars then to keep everything the same.
I guess a 10,080 minute bar would equal a week, so I'll try that.
Thanks.

[Harry]

Just reading this dialogue. The ETH (extended session) high for CL 08-12 was made during the European session on Thursday July 5. The correct value is 88.98.

The RTH (regular session) high for CL 08-12 was made during the regular session on Tuesday, July 3. The correct value is 88.04.

The conclusion is that your daily data base contains RTH data. As NinjaTrader Kyle explained the session templates have no impact on daily data. If your daily data base contains RTH data, this is the case because the data supplier from which you had downloaded it supplied RTH data.

For example the NinjaTrader servers that are used for Zenfire supply RTH data. The daily data loaded is not replaced when you connect to a different data supplier, so if you have the habit to connect to several data suppliers you can even get mixed data.

I do not know what data is provided by CQG.

However, what you can do is to connect to Kinetick EOD, then open a daily chart for CL 08-12, right click on the chart and replace all historical data. Now historical data will be loaded from Kinetick, and the existing data is deleted. Kinetick always uses ETH data, and your chart will now display the high of 88.98.