Dax Day Chart Problem

[futurenets]

Is there a problem with daily data?

On Wed 14th 7:30am:

1) Dax Daily showing an open of 4030 for 04/13
2) Dax 7 min showing an open of 4069 for 04/13

On Thu 15th 7:30am:

1) Dax Daily showing an open of 4069 for 04/13
2) Dax 7 min showing an open of 4069 for 04/13

... had this problem before.

[futurenets]

problem still there. anyone any ideas?

[DuaneG]

Hi Paul,

Thanks for the post. I've been working with the example you provided and been coming up with slightly different results. Here is an intraday and daily screen shot for this symbol. I am getting 4069 as the open on both intervals.

Daily


Intraday 7 Minute


My question is regarding the open on 4/13 at 4030. I haven't been able to see this number anywhere in the database. Obviously, if the data has been changed after the error, this makes sense, but I was wondering if you could provide another example so we can get this tracked down. Thanks in advance.

[futurenets]

thanks Duane. here's what happens ... if I check the dax daily chart at 7:30am, the previous days open is wrong compared with the previous days intraday charts. If I check this specific day again 24 hours later its ok. This can create incorrect signals that are rectified 24 hours later. For example ...

On Wed 14th 7:30am:

1) Dax Daily showing an open of 4030 for 04/13
2) Dax 7 min showing an open of 4069 for 04/13

On Thu 15th 7:30am onwards:

1) Dax Daily showing an open of 4069 for 04/13
2) Dax 7 min showing an open of 4069 for 04/13

Hope this gives you a clue

[DuaneG]

Hi Paul,

Thanks for the clarification. I was a little confused by the 4030 reading. One question, do you see this behavior only on the Dax or other instruments as well? Your explanation gives us a good starting point, I'll repost to this thread as soon as I have some additional info. Thanks again.

[futurenets]

Duane, my current project invoves the dax but will keep you posted on others.

[futurenets]

Duane, did you get a chance to take a look.

[DuaneG]

Hi Paul,

I've been working with this and haven't been able to duplicate it. I'm sending you a PM to get some additional information. Thanks.

[futurenets]

Duane, same problem this morning at 8:05am uk time 28th April.

Day chart shows open of 27th April as 4124

10 minute chart shows open of 27th April as 4140

... the day chart open will eventually correct itself later today.

[futurenets]

Duane, same problem this morning at 8:05am uk time 28th April also with SMI.

Day chart shows open of 27th April as 5887.

6 minute chart shows open of 27th April as 5855

... the day chart open will eventually correct itself later today.

[futurenets]

please ignore my previous two posting, I mistakenly used the wrong chart.

[futurenets]

smi

[futurenets]

Same problem 7:55am uk time 30th April

DAX Day chart shows open of 29th April as 3981

10 minute chart shows open of 29th April as 4068

... the day chart open will eventually correct itself later today.

SMI Day chart shows open of 29th April as 5770

6 minute chart shows open of 29th April as 5794

... the day chart open will eventually correct itself later today.

[ScottJ]

Since this example is now a few days old and you mention something about the value correcting itself, I'm not sure whether we can reproduce what you saw or not. One thing I do see is that you are comparing two very different time frames.

In your 10 minute chart, the trading day doesn't appear to match the actual trading hours for that contract. Since our daily data takes all trades into account when building it's daily bar, you will see differences in the opening values if your intraday chart doesn't match and take the full trading day into account as well. Does that help at all?

Thanks.

[ScottJ]

BTW, I'm looking at Data Export for a 10 min chart for AX M4-DT from today and comparing it to the daily data from today. Both show an opening of 3983. Do you see the same?

Thanks.