price bars and accuracy

[abaskaran2]

I am looking at a daily chart (EST 1827) of ES Z3. I see open 1029.7 and high 1044.2.

This is not right.

On these charts whn does the open come in like 00:00 GMT or what. Please clarify

Thnaks very much.

[JayF]

This is part of a long standing issue that occurs on daily charts for symbols that open before midnight Pacific Time. Essentially, the Open, High and Low displayed takes into account the previous session. After midnight the problem disappears and the data appears as normal.

This is something we would like to address, however it is a complex issue and would require a complete restructuring of the History Server (the server that handles the daily/weekly data.) No ETA on a fix for this one, but it is on our radar.

[vikana]

Open of ES

Could you please clarify:

1. is the Open of ES the first print after 16:00, ie immediately after the official close of the stock market?
2. is the the first print after midnight?
3. The first print after the 16:15 close of the extended SP session?
4. other ??

I've gone through several days of time & sales and cannot determine an exact answer.

This is obviously of significance if one tries to trade off of the daily charts of ES.

Thanks in advance!

[DuaneG]

On Mondays thru Thursdays, the first print of the ES contract is defined as the first trade executed at 4:30 pm EST. On Sundays and holidays, the first print for the Sunday night GLOBEX session begins at 6:30 pm EST.

Regards,

Duane G.
eSignal Community Support