Settlement Prices for Futures

[infalfa]

Is there a way of downloading yesterdays settlement price for any future via the API, all i seem to be able to get is the closing price.

thanks

[StarrM]

Hi infalfa,

There is no specific function to grab the settlement. It sounds like you are probably using requestHistory. If you are using -1, -1 as your open/close parameters you will only get data from the official open to the official close. Since the settlement usually comes out after the close, you would miss this. Set your open/close parameters to 0,0 for 24 hour retrieval, and you should see the settlement.

Starr
eSignal Development Support