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Historical and Intraday. Chart diferences.


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I have noticed that there are differences in the way of graphing the highs and lows in the different graphs, for example, last week in the contract ESM2019 the price touched the weekly pivot point (white line) in the intraday graph, but I did not touch it in the historical (white dot line without labels) missing 2 points).





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Intraday and historical data are independent. We retrieve both and calculate the indicators on what we have. There may be some minor differences between them. Particularly if the intraday data was retrieved from quotes vs backfilled. For example, when I backfilled both charts with TD Ameritrade, I got the same values for the pivots where as when I used IQFeed, the intraday pivot was slightly lower. You can see the difference for yourself by looking at the values for the candles in question.

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