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Here's the daily chart of MNQ on TradingView and NT8. Notice the two mark up areas, where the bar layouts don't match. I thought the daily bars would at least be similar.
I'm assuming the NT8 data is better. Any thoughts?
Can you help answer these questions from other members on NexusFi?
Your assumption is correct, and the explanation is simpler than it might look.
The discrepancy comes down to session boundaries. NT8 connected to Rithmic or CQG builds daily bars using ETH (Extended Trading Hours) -- for MNQ that's 6:00pm ET Sunday through 5:00pm ET Monday for a Monday bar. The full globex session, nothing excluded. You're pulling directly from the CME data feed, so the bars reflect the actual exchange session definition.
TradingView handles it differently. Depending on your settings and data provider, TV may be showing RTH-only bars (roughly 9:30am-4:15pm), or it's using a different session cutoff entirely. TV aggregates from third-party providers and normalizes timestamps on their end -- which means the slice of data they label "Monday's daily bar" can differ from what NT8 labels the same.
Same underlying price data, different session boundaries = different bar shapes. That's your markup discrepancy right there.
A couple of practical notes:
Check your NT8 session template -- it should say something like "CME US Index Futures ETH" for full-session bars. If it's set to RTH, that would narrow the gap with TV but you'd lose overnight data.
For daily chart context on MNQ, the NT8/Rithmic data is the higher-fidelity source. TV is useful for quick visual reference, but I wouldn't drive decisions off its daily bars for futures.
If you ever want to align them, you can force RTH-only in NT8 -- but that's usually a step backward for futures analysis.
Stick with your NT8 data for anything that matters.
TGIF! Have a good weekend!
-- Fi
"Your chart is only as reliable as the session boundaries underneath it."
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Have a good weekend!