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Can someone confirm these E-mini prices?

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borntosucceed

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8 February 2010
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Hi;
When I compare my intraday chart with the daily chart I am getting different prices. Can someone please have a look at their charts and let me know which ones are correct?

Looking at the 3 minute chart for e-mini (Symbol ESH0) I have following highs and lows
2nd March: H 1122.25 L 1115.25
3rd March: H 1125.00 L 1115.50

Comparing this to the Daily chart
2nd March: H 1115.50 L 1104.25
3rd March: H 11112.75 L 1112.75

My data provider is IB and the charting software Market Analyst. As I am relatively new to this I am wondering if I need to use a different symbol to get EOD data as the intra day data seems to match what IB has in their platform.

Thanks
Thomas
 
Re: Can someone confirm these E-mini prices

Thomas - those are big differences. Check your dates and times ... are you looking at the correct timezones etc. Also are you after the H/L for the full near-24 hour ES session or just the cash hours?
 
Re: Can someone confirm these E-mini prices

Your intraday data is matched to your computers clock. Daily bars are matched to the close of the cash hours.

Just have a look at the charts & numbers and they make sense.
 
Re: Can someone confirm these E-mini prices

(ESH0)
2nd March, Hi 1122.75, Lo 1112.75
3rd March, Hi 1125, Lo 1115

Thats what my EOD data provider tells me, hope that helps.
 
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