ES data discrepancies

[J.P.]

Was the high for ESZ14 on Monday, September 22, 2014, 2003 as the CME shows here:

http://www.cmegroup.com/trading/equ...settlements_futures.html#tradeDate=09/22/2014

or was it 2006.5 as I'm getting from other sources?

 

[J.P.]

If anyone should have Time and Sales data for the December 2014 S&P emini futures (ES) on Trade Date September 22, 2014, and can check the high for the day and post here what it was and about what time of day it was hit it would be appreciated. (The CME has now replaced the above link.)

 

[jeb9999]

IB data shows the high was 2003.00.

2003.00 traded multiple times in the first half hour on Sunday 09/21.

 

[J.P.]

IB data shows the high was 2003.00.

2003.00 traded multiple times in the first half hour on Sunday 09/21.

Thanks jeb9999, that's appreciated.

Someone said that the 2006.5 price that some other sources are quoting is the high bid for the day. But that large difference in price between the highest trade price and the high bid price would be quite unusual for this particular contract. Can the high bid be confirmed? Was it 2006.5?

 

[tandh]

The ES never really trades more than a tick spread. What's the other source you're looking at? Is is a spread betting account?

 

[J.P.]

The ES never really trades more than a tick spread. What's the other source you're looking at? Is is a spread betting account?

Barchart, qualdl, and others have 2006.5.

 

[bh_prop]

Source: Tradestation
9/22 all sessions high 2003, day session high 1999.25.

 

[J.P.]

Source: Tradestation
9/22 all sessions high 2003, day session high 1999.25.

Thank you, bh_prop, for that confirmation.

 

[tandh]

The CME is going to be your most reliable source, as they are the source.

 

[i am nobody]

Can someone tell me where i can find the time and sales for ES dec contract?
If want to check something very bizar:

I used 1 datafeed and connected it to 2 different very famous charting programs. I was suprised to see that they had the same quotes as expected but there was a time difference of 1 minute between the 2 programs. Where 1 program gave 9:15 as time for the data, the second program gave 9:16 for this same data. I checked about 7000 lines of data and found everywhere the same 1 minute difference. Checked synchronisation of the clock but everything was OK. Because I used 1 datafeed for both programs, the problem cannot be the feed.
My conclusion at this moment is that 1 program is giving wrong timing information, but which one is wrong?