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I noticed crude made a high of the year after crude pit closed. It appears that if this occurs the High does not show up
in Day Data (see attached).
When looking at my Day chart I now wonder how many days have higher highs or lower lows?
Is this a way to hide price movement?
Can you help answer these questions from other members on NexusFi?
The day data should show the high. My data from IQFeed shows the 110 high. If you go to CME settlements page for crude it also shows the high. I mainly trade GC and highs after settlement happen pretty frequently.
I too have Amp + their CQG feed, and my NT7 history is exactly as your screenshots in post #1. Unless I am missing something glaring, it certainly does appear to be an issue with the daily data being incorrect.
To demonstrate, I've put 3 charts side-by-side: #1 is a pure daily chart plot, which uses exclusively the daily data stored in history. I have a little indi at the top which indicates to me the exact high the the candle that I last left the crosshair on, which is indicating the Mar 1 108.9 value. Chart #2 is a 1440min plot, which means the 'daily' bars it draws are pulled from the historical minute data. It appears correct. Both charts are set to session template Nymex Metals/Energy ETH which is correct and confirmed by the candle close time on chart #2 being 17:15 EST. Chart #3 is a decent MT4 CLJ2 contract chart, where the daily close for the MT4 broker time is 17:00 EST (since MT4 does not have instrument time templates and can only close H1 and higher timeframes on even numbered hours.) I have aligned all 3 charts to have their horizontal price markers as closely 'leveled' as I could, and I have added horizontal lines to the MT4 chart #3 to show the 110.53 high that the CLJ2 contract hit (it will always differ a little from the real CL contract due to MT4 broker spreads.)
I will try to contact CQG and if they respond I will post a response here. FWIW I have seen data and chart candles appear in the past that I know were correct and accurate on a Friday night, but then come Sunday open, the data was different. My example is from back when 6S was going through the roof, and there was a 17:00 EST Friday close where it spiked up to make a new week and all-time high. (I was fortunate enough to be trading it long). But, when I reopened my NT/CQG platform Sunday night, that high was not there any longer. When I chose to check in the coming days if anything had changed, it had not. BTW, I have a screenshot of that high (since I was proud of the trade and PA), yet, it never again appeared on my 6S charts. IMO that was very concerning, as I place high emphasis and value on data integrity, certainly something CQG likes to market as a allure for their unfiltered data.
From what I can see with a glance, it appears all the daily chart candle highs and/or closes are wrong.
(I am choosing not to contact Amp, because, well, I've had inadequate responses to these types of very particular queries.)
EDIT: I may start with NT support over at the forums; there's another similar such post in there, PFG data related.
This is simple. Some daily data feeds report the RTH (pit session) high and low, others the ETH (electronic session) high and low, and some let you choose.
You just need to define what you need and then select your datafeed accordingly.
I use Kinetick EOD (free datafeed coming with NinjaTrader). It reports the ETH high as does DTN/IQ. I first connect to Kinetick EOD and then second connect to my brokerfeed. That way Kinetick EOD data prevails over the RTH data from my brokerfeed.
Also note that Kinetick EOD will supply the settlement price for CL and not the close (last price traded).
What year is it now? 2012? It's been 6 years since I discovered that the Oil market is controlled by a computer, and yet here there are STILL people who don't know, that is mind boggling to me. Well I'm sorry guys but it's true, oil futures prices are 100% controlled in advance by a computer program, and not by the dynamics of "buying" and "selling".
Imagine how I feel? This is what everyone always responds with, as if I'm crazy, when in reality it's you who doesn't understand, nor will you open your mind to understand, so you remain in the dark or what we refer to as the Matrix now. And apparently there is no way to wake you up because you won't listen to reason....