Daily settlement price of ES  [SOLVED]

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dingmanhoe123
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Daily settlement price of ES

Postby dingmanhoe123 » 06 Nov 2014

how could I get a quotation of daily settlement price of ES?

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TJ
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Re: Daily settlement price of ES  [SOLVED]

Postby TJ » 06 Nov 2014

how could I get a quotation of daily settlement price of ES?
Wait until the exchange publishes the closing price,
then do a reload of your daily chart.

Xyzzy
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Re: Daily settlement price of ES

Postby Xyzzy » 06 Nov 2014

Wait until the exchange publishes the closing price,
then do a reload of your daily chart.
This will only work if your data feed offers the settlement price (some don't). If you have a data feed from IQFeed, you can get the correct settlement price about one hour after the settlement time (e.g., at 16:15 or so for the 15:15 emini settlement time.) You just need to reload your data or quit/restart MultiCharts.

However, Interactive Brokers does not provide settlement prices. (Which I find very frustrating.) Instead, the "close" price for their daily bars is just the last recorded tick during the trading session. There are some other "gotchas" with their settlement prices -- for example, their "close" price for stocks is the last trade of the extended session, rather than of the regular session.

I can't speak to the policies of other brokers/data providers.


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