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Eurex Close is not the real close but the settlement

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  • Eurex Close is not the real close but the settlement

    hi,

    there is a bug relating eurex data : approximately at 5:15 pm MEZ the eurex calculates the settlement price for their products. incorrectly esignal close data gives back the settlement price and not the real close price.

    for example : dax future (ax h6-dt) daily data for friday 20.january 2006 results : close 5371.50 and low 5318.00. this close price is not the real close of the future, it is the settlement. the real close on friday was the low price.

    I´ll hope, esignal will fix this problem as soon as possible. thanx

  • #2
    Fortuna95
    That is not a bug. In eSignal (and other providers I know of) the daily bar includes the settlement
    Alex

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