AB daily bar close wrong 10/31

Genx

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Join Date: Jul 2005

Posts: 24
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#1

AB daily bar close wrong 10/31

11-01-2005, 02:49 PM

I have 64920 as a close price on the daily which doesn't account for any of the sell-off going into the actual close.
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ACM

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Join Date: Oct 2002

Posts: 19393
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#2

11-01-2005, 03:00 PM

Genx
The daily bar includes the Settlement which on 10/31/2005 was also the end of month settlement (see image below taken from CME's site)
Alex

Originally posted by Genx
I have 64920 as a close price on the daily which doesn't account for any of the sell-off going into the actual close.
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