Hi Andrew, your timestamps appear to be off.

See the attached image comparing the EOD SPX data from Sierra Charts vs. Yahoo.

I think you mean to timestamp the bar just before midnight, but because it's stamped as midnight, the bar data is actually assigned to the next day. I noticed this on 1-minute bars as well yesterday, but the problem at 1-minute resolution was annoying but not a big enough deal. But on daily bars, that's a pretty big deal.

Your thoughts?

Attached Files SPX-diff.PNG