DAS close price variance versus IB/TW/TV

[TC 3]

Hi all

I recall this being discussed in the chatroom previously, but can't remember the punch line.  Does anyone know why the DAS close price varies from other services?

For example, on the 28th of March the below was the reported MESM23 close price:

DAS: $4013.75

tastyworks: $4001.50

TradingView: $4001.50

Interactive Brokers: $4001.50

 

The main impact for this on my strategy is when trading Camarilla Pivots the pivot calculations are going to be different in these platforms than DAS.  For example, the following day (29th of March) R4 printed at the following price:

DAS: $4155.837

tastyworks: $4025.288

TradingView: $4025.288

Interactive Brokers: $4025.288

 

On range days like in the current market, a 30 point discrepancy can make a lot of difference when trying to play the CAMs on TradingView and trying to keep up with Thor on DAS

Any thoughts, or insights into what I'm missing would be greatly appreciated.

TC

 

 

[Martin D 27]

I don't know/didn't see the discussion.

What does the DAS chart look like around that close period? I've looked at the futures charts I have access to and it didn't trade near that price at the close (no prints there). I assume it can only be some kind of rouge (delayed) print like DAS does sometimes that screws up the charts or a close time issue. I can't see how else it would be so far away from price.

Is the DAS R4 figure a typo though? just the close price wouldn't cause that kind of variation. I have a file that calculates a number of levels to look for confluence areas as part of my watchlist, it agrees with numbers you've given for IB etc but if I only replace the close price you've given for DAS I get $4037.54 so is the High/Low also off?

[TC 3]

Hi Martin

Really appreciate the insights and on further investigation and feedback from others in the chat room it appears DAS on occasion prints a different close price than other platforms.  This mainly occurs on a Monday as DAS doesn't take into account the Sunday session in futures.

I believe the open / close prices in my example where off due to including pre-market data in one and not the other.

I've been looking for a platform that handles the trading of futures more succinctly than DAS.  I am based in New Zealand so can't get TOS.  I've experimented with TastyWorks, however have ultimately settled on TradingView integrated in to Interactive Brokers for trading.  So far it is working well and other than the CAMs at times being different to what is on Thor's screen in the chat room, the adherence to the CAMs has been printed in Trading View has been good.

Thanks again.

TC