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@AttitudeTrader, the discrepancy is due to the fact that the current trading day's high is 90.00. But yesterday's post-settlement high is 90.50. You probably have your NT session set up to show post-4:30ET as the new day, but the new day does not start until 6:00pm. So, this is the reason. Nothing to do with IQFeed.
This is strange. We show 1690.00 for overnight high for Sept contract, like S5 and T4. I'm not sure why you're showing 1690.50. Please give Support a call or email and they'll try to get to the bottom of it. I'm curious what other NT customers using Kinetick or IQFeed show?
@josh is correct. The chart I attached before is for the NT "ETH2" session, which starts at 3:30pm CT and goes through 3:15pm CT. It's essentially 24/7, but uses the "old" closing time.
When I applied the "ETH" session (5:00pm CT through 4:15pm CT) it shows the high occurring during yesterday's session (but just barely!).
I just checked the CMEGroup site and it shows 1690.50 as the high for yesterday's session.
I use the 3:15 CT close as an important level (and therefore consider it the end of the day) as opposed to the 4:15pm CT close. I'll have to be more cognizant of when that overnight high is occurring.
I appreciate you checking into this, and the input from others here to help me understand what was going on.
-AT
"Is it hard? Not if you have the right attitude. It's having the right attitude that's hard." - Robert Pirsig
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So it sounds like an issue with data going to the DOM. I only checked my charts on S5 and Ninja- since I don't trade ES I didn't bother to check what my ES DOM would say.
Cheers!
Edit- checked the DOM's on both (Jigsaw DOM on Ninja) just to be thorough and yes, both show the incorrect 1690.00
@lifeguardsteve88, the point was that 90.00 is the correct high for ESU for trading date Thursday 9/12. The trading day begins at 18:00 ET, and ends at 17:15ET. Wednesday's session made a new high around 17:08, at 90.50. So it made the high between the settlement and the close of trade, but it was still the high for Wednesday. Your 90.00 shown as the high for Thursday is correct, because this was the highest price to trade for the Thursday trade day, which began Wednesday at 18:00.
Nothing is incorrect here, it's just that AT saw the high of 90.50 and thought it was for Thursday's trade date, when in fact it was for Wednesday's trade date, after the settlement. As you can see here:
Ok, understood. I just said it was incorrect because AT said he checked the CME and that it had 90.50 for Thursday's high, that's all. But I should have noticed on the chart that the 90.50 was hit before close of trade Wednesday, thanks.