for yesterday june 7, 2006 the daily chart shows
es #f High= 1273.75
es #f=2 High = 1284.75
Similar discrepancy in nq.
Looks like the #f=2 is using the High from the Sept contract and the Low and Close frome the June, while the #f contract is using June for High Low and Close.
es #f High= 1273.75
es #f=2 High = 1284.75
Similar discrepancy in nq.
Looks like the #f=2 is using the High from the Sept contract and the Low and Close frome the June, while the #f contract is using June for High Low and Close.
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