Incorrect close on daily chart GB H8-DT 01/23/08

[BKuerbs]

As the subject says: the daily chart displays an incorrect close of 117.07 for the 01/23. The intraday charts, e.g. a 6omin chart, display the correct close of 116.45.

I already reported this as bad tick, but till now no one seems to take care.

Many Thanks

Bernd Kuerbs

[Guest]

Bernd,

The daily bars use the settlement as closing price. 117.07 was indeed the settlement on the 23rd as shown in the image. Ideally, the application would allow you to choose the daily close between the settlement and the last trade of the day. This is currently not available, but I suggest you raise it with [email protected].

[BKuerbs]

Hi Elmar,

many thanks for your reply. There is a reason exchanges make a difference between Settlement and Close. Usually the difference is not as large as in this case but eSignal should not blur this distinction.

I'll follow your suggestion, nevertheless I consider this to be a bug.

Regards

Bernd Kuerbs

[Guest]

Hi Bernd,

I would say it is a missing feature, not a bug. The daily bars should consistently either take the settlement or last trade as the closing price. The difference between settlement and last trade can unfortunately be consistent in cases when the US equity market rallies after 17:25GMT when Eurex settles.

You could for now change the value manually. Please right click on the bar, select Tools --> Bar Editor, change the Close to 116.45 and click OK. All your indicators will be calculated using the corrected value.

[BKuerbs]

Originally posted by Elmar P
Hi Bernd,

I would say it is a missing feature, not a bug. The daily bars should consistently either take the settlement or last trade as the closing price. ..

Hi,

I agree that the daily bars should be constructed consistently. I just want them to use the close. If eSignal implements an option so the user can choose between the two I'll be happy.

Many Thanks

Bernd Kuerbs