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wrong net for AX M6-DT

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  • wrong net for AX M6-DT

    hi,

    I see wrong net for the DAX-Future.
    Attached Files
    Franz

  • #2
    Franz
    The Net Change is correct. Yesterday the DAX futures settled at 5676.00 (see enclosed image from Eurex' site) hence 5676.00 minus 5630.00 (which is the current price shown on your chart) is -46.00
    FYI the Net Change is based on the daily chart which in eSignal (and also other providers I know) includes the Settlement
    Alex

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    • #3
      alex,

      thank you for information.

      but, with 24-hour-time-template the close of the dax-future was 5617, I cannot believe, that the daily settlement price is 5676, over 60 points higher.
      Franz

      Comment


      • #4
        Franz
        For the Daily Settlement procedure implemented by Eurex for the Equity Index Derivatives see this page from Eurex' site. Also note that the Settlement of 5676.00 is shown in the image I posted in my prior reply
        Alex

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        • #5
          Alex,

          I saw your pic and I look at the eurex-page, too.

          the dax future settlement price is:

          "Volume-weighted average price of all trades during the final minute of trading before 17:30 CET."

          Its new for me, thank you for the reference!
          Franz

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