I'm using history requests (with a daily interval) in order the get the previous-day closing price of various symbols. This has been working well, but since a few weeks ago I noticed that for a couple of Eurex symbols I am getting a closing price that is different from the previous-day closing price that is listed in the eSignal application (the latter is the correct one of course).
For example, two symbols with this problem are:
AX Z9-DT (future for DAX index)
ET Z9-DT (furure for DJ Euro-Stoxx 50 index).
I looked a little into this and noticed that the price I am getting is indeed the last price traded the previous day, but that the official closing price for the day is determined a few hours before the last trade (when the relevant index' stocks are closed). I tried charting the daily data in the eSignal application and that brought the correct closing price on the daily bars, which left me puzzled as to why the bars I am getting in the desktop API are different.
In any case, is there a way to get the correct (official) closing price for these (and similar) symbols in the Desktop API?
Thanks
Dror
For example, two symbols with this problem are:
AX Z9-DT (future for DAX index)
ET Z9-DT (furure for DJ Euro-Stoxx 50 index).
I looked a little into this and noticed that the price I am getting is indeed the last price traded the previous day, but that the official closing price for the day is determined a few hours before the last trade (when the relevant index' stocks are closed). I tried charting the daily data in the eSignal application and that brought the correct closing price on the daily bars, which left me puzzled as to why the bars I am getting in the desktop API are different.
In any case, is there a way to get the correct (official) closing price for these (and similar) symbols in the Desktop API?
Thanks
Dror
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