Globex and Day session do not agree

[j.r.walker]

I have noticed differences in the Continuous ES #F contract when displayed as Globex or Day Session ES #F=2.

To identify these differences I created a Composite Symbol which I called ~ESTEST2!

ES #F - ES #F=2

Globex - Day Session
Should always be zero in day Session.
During Night Session should be range compared to Close bar in previous Day Session.

Attached is a chart for today. I have found one or more differences on the days that I have checked.

What causes these data differences?

[eostrom]

I'm able to duplicate what you are seeing as well. I'm looking deeper into this and will have more information shortly.

[eostrom]

A little more information about this. I have escalated this to the people that deal with the data to see why there is a difference in close values between the two symbols when there shouldn't be. That is what is causing what looks like misscalculations in the spread symbol. I will post more information once I have it. You can also go directly to our data people via the report a questionable price tool, located here http://www.esignal.com/support/price_report.aspx

I would recommend making a report there as well.

[j.r.walker]

Questionable price info submitted via form.

[eostrom]

It doesn't look like we are going to able to fix the issue with the spread itself. The =2 symbol is one that is created internally and with the amount of individual ticks received on this symbol during a day you are going to see little differences like this at times. What I would suggest if you are looking for a day only symbol for the ES is just to create a time template for the ES #F symbol and go from there. If this issue is regarding pivot points then you will want to grab one of the available Pivot Point efs files that will allow you to grab the pivots from the ES #F=2 symbol and display the study on the ES #F symbol chart with the time template. Hope this helps, thank you.

[j.r.walker]

Thanks for the info and suggestions.