Questions regarding ZN H4 (CBOT 10 yr Treasury Notes Futures)

[ScottJ]

From another forum:

Bond(ZN) valid daily data
I am using esignal. I have observed that daily data is not consistent with intraday data. Things are just bazaar. For example:
ZN (electronic 10 yr note) trades from 7pm till 2pm Central time.
1) when you put up 5 min chart you may see some bars after 2pm, you may also see trading starting later than 7pm...... so intraday data in screwed up either by esignal or CBOT
2) it is getting more interesting when you put up a daily chart and try to line up opening/close with respective 7pm/2pm.... does not work in a lot of cases....
3) then you try to line up daily open/close with open/close for pit traded contract...... does not line up

All in all, just pure mess. NQ data is much more consistent.

Is this esignal or CBOT issue?

Can you suggests a good source for continuous ZN daily data which does align properly to some open/close time?

Thanks!

Part of the issue here may be the anticipated start/close times for ZN vs TY. Per the CBOT site, the electronic contract trades until 4pm CST, 2 hrs longer than the pit contract TY. Here are the contracts specs from the CBOT site. As a result, I would expect at least the closing prices to vary from the pit contract. Could you take a second look at your charts and clarify some specific prices that you'd like us to look closer at?

Thank you.