AB daily bar close wrong 10/31

Genx

Registered User

Join Date: Jul 2005

Posts: 24
- Share
- Tweet
#1

AB daily bar close wrong 10/31

11-01-2005, 03:49 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.
Tags: None
ACM

Senior User

Join Date: Oct 2002

Posts: 19393
- Share
- Tweet
#2

11-01-2005, 04:00 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.
Comment

Announcement