When I started writing this post, you had 14977(Darwinex) against 14982(FTMO) for NDX or US100 (same stuff - different names).You seem to have a sort of crystal ball, there.
Are you using Darwinex to gain a directional edge on a delayed FTMO?
Today they switched from 1 pip (Darwinex > FTMO, read as short) in the morning to 3-4 pips difference (Darwinex > FTMO, read as ranging) while I was in a short position at the bottom of my range .. Usually they didn't change it significantly during the day. Until now.
When the market turned to go long for more than 150 pips, I suddenly saw that Darwinex was below FTMO which would be a clear short signal with my standard interpretation.
It's an indication, but not tradeable and not 100% reliable.
I assume, one CFD provider does not have a proper refinancing and is trading against the brokers and their retail traders so he cuts potential profit and increases the losses of the traders by some pips. Then the difference would depend only on his open positions.
There is also to regard that there is an expiry day tomorrow for some futures, and maybe the CFD providers switch to the later expiring futures for their refinancing model during the day today and they didn't or don't do it simultanously. Then today (and maybe tomorrow) would be exceptional days where this indication is not usuable.
You can also try it out with a Darwinex demo account, they delete it only after some weeks of inactivity. Prices are identical to a real account.