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Wrong open on daily futures chart

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  • Wrong open on daily futures chart

    I'm getting an incorrect open price on a daily chart of the continuous contract futures I follow. I check my charts in the evening, after the RTH.

    Today it's the YM. The daily chart is showing an open of 12541. The 30 min chart is showing the open (assuming 12am) at 12624 (and higher if you use 8:30am). The chart is correct the next day.

    I've been wondering for awhile now on this. I saw QM do it on Monday.

    What's the error?
    Attached Files

  • #2
    AmbushHillbilly
    You can find an explanation of this issue in this post. As suggested at the time this issue is resolved in eSignal 8.1 which is currently in public beta.
    In the following daily chart of YM M7 taken between the open of the new session and midnight using eSignal 8.0 you can see that the current bar combines the values of today's (4/11) and tomorrow's (4/12) sessions.



    Here is the same chart taken at the same time using eSignal 8.1 In this case tomorrow's session (4/12) is now plotted as a separate bar.



    For all information and details on eSignal version 8.1 you may want to see this post
    Alex

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