eSignal Data Differs with CME(GLOBEX) data

[denson]

eSignal,
why eSignal data Differ with dayly bulleten of CME(GLOBEX) ?


for exsample:

6 november 2008 .
SoyBean (ZS F9)
eSignal : High - 914; Low - 882,4; Close - 906
CME (http://www.cmegroup.com/daily_bulle...res_2008216.pdf)
: High - 911; Low - 883; Close - 907

[ACM]

Re: eSignal Data Differs with CME(GLOBEX) data

denson
The values you are reporting from the daily bulletin refer to the pit traded contract of the Soybean futures ie symbol S F9 (see enclosed chart).
If you read the notes at the top of the daily bulletin it indicates that if a product has both RTH and ETH sessions only the RTH is reported in the daily bulletin
Also keep in mind that on daily (and higher interval) charts eSignal uses the Settlement as the Close which in the daily bulletin is showing as 906 on 11/6/2008
Alex

Originally posted by denson
eSignal,
why eSignal data Differ with dayly bulleten of CME(GLOBEX) ?


for exsample:

6 november 2008 .
SoyBean (ZS F9)
eSignal : High - 914; Low - 882,4; Close - 906
CME (http://www.cmegroup.com/daily_bulle...res_2008216.pdf)
: High - 911; Low - 883; Close - 907