I am having a big problem with daily charts. None of them show the the correct close and I have no idea how long this has been happening but I have been blindly exporting data.
My data provider is Barchart.com and build from minutes works. I am using the default template in all cases.
If I export normal daily bars from the last few days for the S&P500 cash, I get the following:-
20160524 2052.65 2079.67 2052.65 2076.06
20160525 2078.93 2094.73 2078.93 2090.54
20160526 2091.68 2094.30 2087.08 2090.10
20160527 2090.66 2099.06 2090.06 2099.06
20160531 2100.11 2103.48 2088.66 2096.96
20160601 2093.94 2100.97 2085.10 2099.33
20160602 2097.71 2097.71 2088.59 2095.78
If I export using Build from minutes I am getting :-
20160524 2052.65 2079.67 2052.65 2076.04
20160525 2078.93 2094.73 2078.93 2090.36
20160526 2091.68 2094.30 2087.08 2089.98
20160527 2090.66 2098.63 2090.66 2098.63
20160531 2100.11 2103.48 2088.66 2096.87
20160601 2093.94 2100.97 2085.10 2099.15
20160602 2097.71 2104.78 2088.59 2104.78
There is a 9 point difference shown for yesterdays close. Is this a Barchart.com problem?
many thanks,
Alex
Edit.. This is using MC10 beta.
Edit: I deleted the data in quote manager and then reloaded. Taking a look at the last two days using edit data, it seems that the problem is coming from Barchart.com
big problem with daily charts [SOLVED]
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big problem with daily charts [SOLVED]
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Re: big problem with daily charts
I am having a big problem with daily charts. None of them show the the correct close and I have no idea how long this has been happening but I have been blindly exporting data.
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Official Daily Settlement Prices are published by the exchange a few minutes after the close. You can check the individual exchange for the exact time.
Your daily chart, when refreshed after the market close, should reflect the official settlement price.
Your "Built from minute" chart will reflect the last trade of the minute.
The official settlement price might be slightly different from the last quote on that minute.
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