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Wrong Net Change on EUREX
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augustus
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Sep 2003
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#1
Wrong Net Change on EUREX
11-22-2005, 04:55 AM
For the computation of net change the last bad tick 5183 at 22:55 or the old settlement price at 20:00 is taken instead of the correct close of 5207,5 at 22:00.
Same for the ESTX50 and for the BUND.
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augustus
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#2
11-22-2005, 05:12 AM
If you use an time template 8:00 - 22:00 for the BUND the first candle shows a wrong open of 119,64 instead of 119,63.
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augustus
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11-22-2005, 05:50 AM
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