Posted: Feb 14, 2014 @ 12:17 PM             Msg. 1 of 2

I'm getting daily bar prices that are not the same as Interactive Brokers, TD Ameritrade, etc when I request historical daily bars. For example, I noticed the high prices for May 21, 2013 and May 22, 2013 are not the same as the other brokers I mentioned. Any thoughts ?

Am I doing something wrong in my API call below to cause the bad prices ?

DateTime dt = Convert.ToDateTime("12/31/2013 12:00:00 AM").ToUniversalTime();

oecapi.RequestBars(contract,
OEC.API.Duration.Date(dt.AddDays(-250), dt),
OEC.API.BarDescription.Days(1));

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Daniel Clark

Posted: Feb 14, 2014 @ 06:12 PM             Msg. 2 of 2

The HIGH shown in OEC trader for 5/21/2013 is 1652.25. I checked this with another price source and is matching our value.

The HIGH shown in OEC trader for 5/22/2013 is 1662.00. I checked this with another price source and is matching our value.

Here is example of source showing matches to OEC:
https://www.tradingview.com/e/?symbol=CME%3AESH2014

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Chris M