Well, if you just plot day bars and 1440m bars the closing prices are different. I’m not sure what explains that if they’re not using the settlement price for the day bars.
These posts say that NinjaTrader uses the settlement price for the close of day bars:
- “The behavior of daily bars In NT8 is to display the OHLC of the ETH session and the close of the bar will be the contracts daily settlement price.”
- “For providers that support accessing the official settlement value, NinjaTrader uses this value as the daily bar close.”