Some exchanges occasionally send out settlement prices before the session is officially over.
Tradestation stops updating intraday for the current session when the settlement price is sent out by the exchange.
For example, with ES #F the settlement price is out before the session is officially over and you need to use the plugin to fill the missing data which results from it.
This is a bug in TradeStration since eSignal still updates.
Just to make it even worse, BMF (Sao Paulo, Brazil) now sends out the settlement price every day, around 17:20h... it makes me work offline, downloading intraday data for many symbols, every five minutes.
It would be great if it could be turned on and off via an eSignal parameter... and then, based on this eSignal option, both the online datafeed and any downloads via the eSignal Plugin would discard the settlement price or not...
Anyway, any other solution (even a patch...) that can make eSignal discard the settlement prices (or just not send them to Tradestation GlobalServer) will be great...
Tradestation stops updating intraday for the current session when the settlement price is sent out by the exchange.
For example, with ES #F the settlement price is out before the session is officially over and you need to use the plugin to fill the missing data which results from it.
This is a bug in TradeStration since eSignal still updates.
Just to make it even worse, BMF (Sao Paulo, Brazil) now sends out the settlement price every day, around 17:20h... it makes me work offline, downloading intraday data for many symbols, every five minutes.
It would be great if it could be turned on and off via an eSignal parameter... and then, based on this eSignal option, both the online datafeed and any downloads via the eSignal Plugin would discard the settlement price or not...
Anyway, any other solution (even a patch...) that can make eSignal discard the settlement prices (or just not send them to Tradestation GlobalServer) will be great...
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