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
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
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