Last close value seems not correct for "ES 06-17"

[jxz1995]

Hi Support,

I am a new user and use the demo "NinjaTrader Continuum" connection to test.

I found the Last close value is not correct today 4/13/2017. Example, in the Market Analyzer, for the future "ES 06-17" I add the column Last close which should be the prior session close. The value is 2339.25, the correct value should be 2340.75. I attached the screen shot for the Market Analyer.

Could you please advise?

Thanks,
Jim

[NinjaTrader_PaulH]

Hi Jim,

Thanks for your post and welcome to the forums!

The last price column is indeed the actual last price of the ES 06-17. Your other value is actually the settlement price. I've attached a screenshot of the CME final data for Wednesday April 12, 2017.

[jxz1995]

Hi Paul,

Thank you for the explanation.

Can we get the last close settlement price?

From other resources, the net change are using the settlement price. Please see the two attachements

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html

https://www.investing.com/indices/indices-futures

Is the Last close the right column to calculate net change?

What is the correct approach to calculate net change?

Thanks,
Jim

[NinjaTrader_PatrickH]

Hello jxz1995,

Thank you for your response.

The Last Close is from the data provider and some providers may not provide the Last Close as the settlement. Net Change is calculated from the Last Close in the Market Analyzer.

If you want to calculate this from the settlement you could develop a custom indicator to manually feed the settlement price in through a parameter and then calculated Net Change from the parameter. If you are interested in developing such an indicator I can send you resources on NinjaScript development in NinjaTrader.

Please let me know if you have any questions.